+58.1%
MP vs ZBH
-27.9%
+86.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.7% |
| 7D | -2.9% | -2.8% | 0.0% | -1.9% |
| 30D | +13.8% | -0.1% | +13.9% | +13.9% |
| 3M | -16.7% | +13.4% | -30.1% | -21.6% |
| 6M | -11.5% | +3.0% | -14.5% | -13.4% |
| YTD | +7.9% | +9.7% | -1.7% | +2.6% |
| 1Y | -15.0% | -5.4% | -9.6% | -14.9% |
| 3Y | +153.5% | -15.6% | +169.1% | +167.2% |
| All | +58.1% | -27.9% | +86.1% | +55.7% |
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