+1,259.1%
MTZ vs ZBH
+329.5%
+929.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.6% | +6.0% | +7.4% |
| 7D | -2.4% | +11.3% | -13.7% | -8.8% |
| 30D | -11.1% | +21.5% | -32.6% | -20.7% |
| 3M | -30.6% | +12.5% | -43.1% | -36.1% |
| 6M | -54.4% | +32.3% | -86.6% | -62.0% |
| YTD | -13.0% | +21.4% | -34.5% | -25.0% |
| 1Y | -5.7% | +23.7% | -29.4% | -19.6% |
| 3Y | +297.2% | +7.0% | +290.1% | +247.2% |
| 5Y | +95.9% | -13.2% | +109.1% | +87.6% |
| 10Y | +492.6% | +19.3% | +473.3% | +373.5% |
| All | +1,259.1% | +329.5% | +929.6% | +465.6% |
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