-11.7%
MP vs ZBH
-9.7%
-2.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.5% | +1.1% |
| 7D | +3.0% | -5.2% | +8.2% | +2.4% |
| 30D | +8.3% | -2.4% | +10.7% | +8.1% |
| 3M | -3.8% | +8.3% | -12.1% | -3.3% |
| 6M | -4.9% | +0.7% | -5.6% | -4.1% |
| YTD | +9.6% | +5.3% | +4.3% | +12.2% |
| 1Y | -11.7% | -9.1% | -2.6% | -14.3% |
| All | -11.7% | -9.7% | -2.1% | -14.3% |
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