+445.3%
MP vs ZBH
-15.2%
+460.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.3% |
| 6M | -11.5% | +3.0% | -14.5% | -13.4% |
| YTD | +7.9% | +9.7% | -1.7% | +2.9% |
| 1Y | -15.0% | -5.4% | -9.6% | -15.1% |
| 3Y | +153.5% | -15.6% | +169.1% | +164.6% |
| 5Y | +58.7% | -28.1% | +86.8% | +68.1% |
| All | +445.3% | -15.2% | +460.5% | +433.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling