+1,082.7%
MOD vs ZBH
-16.1%
+1,098.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.3% | +29.2% | +28.0% |
| 7D | +40.4% | -2.3% | +42.7% | +40.8% |
| 30D | -14.0% | +12.5% | -26.5% | -16.1% |
| 3M | -33.3% | +3.9% | -37.3% | -34.0% |
| 6M | -51.4% | +25.4% | -76.8% | -54.8% |
| YTD | +1.6% | +15.7% | -14.1% | -3.3% |
| 1Y | +5.4% | +15.2% | -9.8% | +0.6% |
| 3Y | +191.0% | +0.3% | +190.6% | +176.4% |
| All | +1,082.7% | -16.1% | +1,098.8% | +1,111.2% |
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