+95.9%
MTZ vs ZBH
-14.9%
+110.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.6% | +6.0% | +8.3% |
| 7D | -2.4% | +11.3% | -13.7% | -4.1% |
| 30D | -11.1% | +21.5% | -32.6% | -14.2% |
| 3M | -30.6% | +12.5% | -43.1% | -32.1% |
| 6M | -54.4% | +32.3% | -86.6% | -57.5% |
| YTD | -13.0% | +21.4% | -34.5% | -17.4% |
| 1Y | -5.7% | +23.7% | -29.4% | -10.9% |
| 3Y | +297.2% | +7.0% | +290.1% | +278.4% |
| 5Y | +95.9% | -13.2% | +109.1% | +107.1% |
| All | +95.9% | -14.9% | +110.7% | +107.1% |
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