+966.8%
MOD vs ZBH
+16.4%
+950.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.3% | +8.9% |
| 7D | -13.9% | +11.3% | -25.2% | -18.8% |
| 30D | -41.5% | +21.5% | -63.1% | -47.1% |
| 3M | -45.7% | +12.5% | -58.2% | -49.5% |
| 6M | -61.1% | +32.3% | -93.4% | -67.1% |
| YTD | -20.5% | +21.4% | -41.9% | -30.3% |
| 1Y | -32.1% | +23.7% | -55.8% | -41.0% |
| 3Y | +146.5% | +7.0% | +139.4% | +117.1% |
| 5Y | +812.7% | -13.2% | +825.9% | +789.2% |
| 10Y | +966.8% | +19.3% | +947.5% | +855.6% |
| All | +966.8% | +16.4% | +950.4% | +855.6% |
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