+1,605.2%
MTZ vs ZBH
+287.8%
+1,317.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.5% |
| 7D | -1.6% | -2.8% | +1.2% | -0.2% |
| 30D | -11.1% | -0.1% | -11.0% | -11.2% |
| 3M | -36.7% | +13.4% | -50.1% | -41.5% |
| 6M | -21.9% | +3.0% | -24.9% | -24.9% |
| YTD | +9.1% | +9.7% | -0.5% | +1.2% |
| 1Y | +30.0% | -5.4% | +35.4% | +28.0% |
| 3Y | +138.5% | -15.6% | +154.0% | +140.7% |
| 5Y | +158.3% | -28.1% | +186.5% | +177.8% |
| 10Y | +700.8% | -15.2% | +716.0% | +668.1% |
| All | +1,605.2% | +287.8% | +1,317.4% | +663.3% |
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