-7.2%
MTZ vs ZBH
+18.8%
-26.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.6% | -3.0% |
| 7D | +16.5% | -2.1% | +18.6% | +15.6% |
| 30D | -10.2% | +13.6% | -23.8% | -6.1% |
| 3M | -34.2% | +7.1% | -41.2% | -31.6% |
| 6M | -56.0% | +26.1% | -82.0% | -54.3% |
| YTD | -14.8% | +17.2% | -32.1% | -10.1% |
| 1Y | -7.2% | +17.4% | -24.6% | -1.9% |
| All | -7.2% | +18.8% | -26.0% | -1.9% |
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