+595.4%
MTUM vs ZBH
+44.8%
+550.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.3% |
| 7D | +1.2% | -6.6% | +7.8% | +3.2% |
| 30D | -1.7% | -4.9% | +3.2% | -0.4% |
| 3M | -0.5% | +5.1% | -5.6% | -2.8% |
| 6M | +22.3% | +1.3% | +21.0% | +20.3% |
| YTD | +21.4% | +3.4% | +18.0% | +18.2% |
| 1Y | +20.0% | -8.7% | +28.7% | +20.7% |
| 3Y | +113.0% | -21.2% | +134.2% | +120.7% |
| 5Y | +77.3% | -29.2% | +106.5% | +87.9% |
| 10Y | +350.5% | -17.5% | +368.0% | +322.5% |
| All | +595.4% | +44.8% | +550.5% | +407.8% |
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