+886.3%
MOD vs ZBH
+17.3%
+869.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.5% |
| 7D | -17.8% | +10.6% | -28.4% | -22.3% |
| 30D | -43.2% | +20.4% | -63.6% | -48.5% |
| 3M | -46.0% | +10.0% | -56.1% | -49.3% |
| 6M | -62.2% | +31.0% | -93.3% | -68.0% |
| YTD | -22.8% | +20.3% | -43.1% | -32.1% |
| 1Y | -35.5% | +22.2% | -57.7% | -43.7% |
| 3Y | +128.2% | +4.7% | +123.5% | +103.2% |
| 5Y | +791.6% | -13.7% | +805.3% | +769.7% |
| 10Y | +886.3% | +19.3% | +867.0% | +776.4% |
| All | +886.3% | +17.3% | +869.1% | +776.4% |
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