+839.8%
MOD vs ZBH
+20.1%
+819.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | +8.2% | -2.4% | +10.7% | +9.4% |
| 30D | -38.2% | +16.6% | -54.8% | -43.0% |
| 3M | -46.2% | +10.8% | -57.0% | -49.7% |
| 6M | -62.5% | +35.8% | -98.3% | -68.8% |
| YTD | -20.1% | +20.5% | -40.6% | -29.9% |
| 1Y | -29.7% | +22.7% | -52.4% | -38.8% |
| 3Y | +136.2% | +4.9% | +131.3% | +109.9% |
| 5Y | +820.4% | -12.8% | +833.2% | +792.1% |
| 10Y | +839.8% | +22.7% | +817.1% | +677.7% |
| All | +839.8% | +20.1% | +819.8% | +677.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZBH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling