+1,260.0%
MTZ vs ZBH
+326.1%
+933.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.5% |
| 7D | +12.9% | -2.4% | +15.3% | +14.3% |
| 30D | -8.5% | +16.6% | -25.1% | -16.7% |
| 3M | -30.6% | +10.8% | -41.4% | -35.6% |
| 6M | -55.1% | +35.8% | -90.9% | -63.0% |
| YTD | -13.0% | +20.5% | -33.4% | -24.6% |
| 1Y | -4.3% | +22.7% | -27.0% | -18.0% |
| 3Y | +284.0% | +4.9% | +279.2% | +239.3% |
| 5Y | +97.7% | -12.8% | +110.5% | +88.7% |
| 10Y | +444.4% | +22.7% | +421.7% | +329.5% |
| All | +1,260.0% | +326.1% | +933.9% | +468.2% |
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