+1,569.7%
MOD vs ZBH
-30.7%
+1,600.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.3% |
| 7D | +6.3% | -5.2% | +11.5% | +7.6% |
| 30D | -1.7% | -2.4% | +0.8% | -1.2% |
| 3M | -30.1% | +8.3% | -38.4% | -32.3% |
| 6M | +2.7% | +0.7% | +2.0% | +1.4% |
| YTD | +44.1% | +5.3% | +38.7% | +40.2% |
| 1Y | +38.7% | -9.1% | +47.8% | +40.1% |
| 3Y | +309.8% | -19.7% | +329.5% | +325.9% |
| 5Y | +1,569.7% | -31.3% | +1,601.0% | +1,624.8% |
| All | +1,569.7% | -30.7% | +1,600.4% | +1,624.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling