+79.1%
MTUM vs ZBH
-28.6%
+107.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.1% |
| 7D | +0.7% | -4.7% | +5.4% | +1.5% |
| 30D | -2.4% | -4.5% | +2.1% | -1.8% |
| 3M | -3.6% | +7.6% | -11.2% | -5.6% |
| 6M | +23.7% | +0.3% | +23.4% | +22.8% |
| YTD | +22.9% | +4.5% | +18.4% | +20.7% |
| 1Y | +21.8% | -9.4% | +31.1% | +23.1% |
| 3Y | +114.4% | -21.5% | +135.9% | +123.8% |
| All | +79.1% | -28.6% | +107.8% | +86.0% |
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