-4.3%
MTZ vs ZBH
+21.9%
-26.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.7% |
| 7D | +12.9% | -2.4% | +15.3% | +11.8% |
| 30D | -8.5% | +16.6% | -25.1% | -3.6% |
| 3M | -30.6% | +10.8% | -41.4% | -27.3% |
| 6M | -55.1% | +35.8% | -90.9% | -53.5% |
| YTD | -13.0% | +20.5% | -33.4% | -7.4% |
| 1Y | -4.3% | +22.7% | -27.0% | +1.5% |
| All | -4.3% | +21.9% | -26.1% | +1.5% |
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