+453.7%
MP vs ZBH
-18.5%
+472.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.5% | +2.8% |
| 7D | +3.0% | -5.2% | +8.2% | +4.8% |
| 30D | +8.3% | -2.4% | +10.7% | +9.2% |
| 3M | -3.8% | +8.3% | -12.1% | -7.7% |
| 6M | -4.9% | +0.7% | -5.6% | -6.4% |
| YTD | +9.6% | +5.3% | +4.3% | +5.8% |
| 1Y | -11.7% | -9.1% | -2.6% | -10.7% |
| 3Y | +158.5% | -19.7% | +178.2% | +174.6% |
| 5Y | +68.9% | -31.3% | +100.2% | +81.5% |
| All | +453.7% | -18.5% | +472.2% | +448.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling