+37.5%
MTZ vs ZBH
-8.1%
+45.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | +2.3% | -4.9% | +7.2% | +1.6% |
| 30D | -10.3% | -3.2% | -7.0% | -10.7% |
| 3M | -31.8% | +5.8% | -37.7% | -31.5% |
| 6M | -19.2% | +2.0% | -21.2% | -18.7% |
| YTD | +10.7% | +5.8% | +4.9% | +11.9% |
| 1Y | +37.5% | -7.9% | +45.5% | +35.9% |
| All | +37.5% | -8.1% | +45.6% | +35.9% |
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