+114.4%
MTUM vs ZBH
-20.7%
+135.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.3% |
| 7D | +0.7% | -4.7% | +5.4% | +0.8% |
| 30D | -2.4% | -4.5% | +2.1% | -2.4% |
| 3M | -3.6% | +7.6% | -11.2% | -4.3% |
| 6M | +23.7% | +0.3% | +23.4% | +23.6% |
| YTD | +22.9% | +4.5% | +18.4% | +22.4% |
| 1Y | +21.8% | -9.4% | +31.1% | +22.7% |
| 3Y | +114.4% | -21.5% | +135.9% | +123.2% |
| All | +114.4% | -20.7% | +135.1% | +123.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling