-15.1%
MP vs ZBH
-19.6%
+4.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.3% |
| 7D | -10.5% | +11.7% | -22.2% | -14.2% |
| 30D | -23.5% | +19.3% | -42.9% | -28.6% |
| 3M | -25.4% | +8.9% | -34.4% | -28.2% |
| 6M | -51.3% | +28.2% | -79.4% | -57.0% |
| YTD | -29.9% | +18.4% | -48.3% | -35.9% |
| 1Y | -31.8% | +20.6% | -52.4% | -38.3% |
| 3Y | +127.0% | -0.6% | +127.6% | +119.6% |
| All | -15.1% | -19.6% | +4.5% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling