+137.1%
MOD vs ZBH
+0.1%
+137.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +5.5% |
| 7D | -25.5% | +11.7% | -37.3% | -24.0% |
| 30D | -49.0% | +19.3% | -68.3% | -47.9% |
| 3M | -49.8% | +8.9% | -58.7% | -48.7% |
| 6M | -64.8% | +28.2% | -92.9% | -64.6% |
| YTD | -27.6% | +18.4% | -46.0% | -26.3% |
| 1Y | -35.2% | +20.6% | -55.8% | -34.0% |
| 3Y | +137.1% | -0.6% | +137.8% | +134.9% |
| All | +137.1% | +0.1% | +137.0% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling