-40.7%
MP vs ZBH
+21.9%
-62.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.8% |
| 7D | +2.3% | -2.4% | +4.7% | +1.9% |
| 30D | -15.3% | +16.6% | -31.9% | -13.6% |
| 3M | -33.5% | +10.8% | -44.3% | -32.2% |
| 6M | -45.5% | +35.8% | -81.3% | -46.9% |
| YTD | -27.3% | +20.5% | -47.8% | -23.5% |
| 1Y | -40.7% | +22.7% | -63.4% | -38.5% |
| All | -40.7% | +21.9% | -62.6% | -38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling