+191.0%
MOD vs ZBH
-0.3%
+191.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.3% | +29.2% | +27.7% |
| 7D | +40.4% | -2.3% | +42.7% | +40.0% |
| 30D | -14.0% | +12.5% | -26.5% | -12.4% |
| 3M | -33.3% | +3.9% | -37.3% | -32.1% |
| 6M | -51.4% | +25.4% | -76.8% | -51.4% |
| YTD | +1.6% | +15.7% | -14.1% | +3.1% |
| 1Y | +5.4% | +15.2% | -9.8% | +7.2% |
| 3Y | +191.0% | +0.3% | +190.6% | +160.3% |
| All | +191.0% | -0.3% | +191.3% | +160.3% |
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 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