-33.5%
MOD vs ZBH
+24.5%
-58.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.3% | +10.9% |
| 7D | -13.9% | +11.3% | -25.2% | -8.4% |
| 30D | -41.5% | +21.5% | -63.1% | -36.8% |
| 3M | -45.7% | +12.5% | -58.2% | -41.8% |
| 6M | -61.1% | +32.3% | -93.4% | -59.8% |
| YTD | -20.5% | +21.4% | -41.9% | -14.6% |
| All | -33.5% | +24.5% | -58.0% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling