+324.6%
MOD vs ZBH
+329.5%
-4.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.3% | +8.5% |
| 7D | -13.9% | +11.3% | -25.2% | -20.7% |
| 30D | -41.5% | +21.5% | -63.1% | -48.9% |
| 3M | -45.7% | +12.5% | -58.2% | -50.9% |
| 6M | -61.1% | +32.3% | -93.4% | -68.7% |
| YTD | -20.5% | +21.4% | -41.9% | -33.3% |
| 1Y | -32.1% | +23.7% | -55.8% | -43.6% |
| 3Y | +146.5% | +7.0% | +139.4% | +109.1% |
| 5Y | +812.7% | -13.2% | +825.9% | +760.1% |
| 10Y | +966.8% | +19.3% | +947.5% | +682.1% |
| All | +324.6% | +329.5% | -4.9% | +45.4% |
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