+694.6%
MOD vs ZBH
+287.8%
+406.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.8% |
| 7D | +9.6% | -2.8% | +12.4% | +11.3% |
| 30D | 0.0% | -0.1% | +0.1% | -0.2% |
| 3M | -35.4% | +13.4% | -48.8% | -41.1% |
| 6M | -7.3% | +3.0% | -10.2% | -11.5% |
| YTD | +45.8% | +9.7% | +36.2% | +33.9% |
| 1Y | +43.1% | -5.4% | +48.5% | +40.4% |
| 3Y | +297.7% | -15.6% | +313.2% | +297.4% |
| 5Y | +1,478.8% | -28.1% | +1,506.9% | +1,603.9% |
| 10Y | +1,633.4% | -15.2% | +1,648.6% | +1,493.6% |
| All | +694.6% | +287.8% | +406.8% | +197.6% |
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