+286.5%
MOD vs ZBH
+318.7%
-32.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.3% |
| 7D | -25.5% | +11.7% | -37.3% | -31.7% |
| 30D | -49.0% | +19.3% | -68.3% | -55.1% |
| 3M | -49.8% | +8.9% | -58.7% | -53.9% |
| 6M | -64.8% | +28.2% | -92.9% | -71.2% |
| YTD | -27.6% | +18.4% | -46.0% | -38.5% |
| 1Y | -35.2% | +20.6% | -55.8% | -45.5% |
| 3Y | +137.1% | -0.6% | +137.8% | +109.5% |
| 5Y | +760.3% | -19.7% | +780.0% | +746.7% |
| 10Y | +938.8% | +14.7% | +924.1% | +677.4% |
| All | +286.5% | +318.7% | -32.2% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling