+25.3%
MTUM vs ZBH
-5.6%
+31.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.7% |
| 7D | +1.7% | -2.8% | +4.5% | +1.4% |
| 30D | -1.7% | -0.1% | -1.6% | -1.6% |
| 3M | -6.3% | +13.4% | -19.8% | -5.8% |
| 6M | +21.8% | +3.0% | +18.9% | +23.0% |
| YTD | +22.0% | +9.7% | +12.4% | +23.6% |
| 1Y | +25.3% | -5.4% | +30.7% | +26.3% |
| All | +25.3% | -5.6% | +31.0% | +26.3% |
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