+10.2%
MTUM vs ZBH
+11.3%
-1.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +13.5% | -15.5% | -0.2% |
| 7D | -10.1% | +14.3% | -24.4% | -8.4% |
| 30D | -15.6% | +20.3% | -35.9% | -13.4% |
| 3M | -12.7% | +15.3% | -28.0% | -10.9% |
| 6M | -3.7% | +33.9% | -37.7% | -1.4% |
| YTD | +9.4% | +23.5% | -14.0% | +13.1% |
| 1Y | +10.2% | +7.9% | +2.3% | +14.1% |
| All | +10.2% | +11.3% | -1.1% | +14.1% |
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