+2,068.1%
MU vs ZBH
+326.1%
+1,742.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.1% | +11.7% | +11.8% |
| 7D | +2.0% | -2.4% | +4.5% | +3.6% |
| 30D | -18.0% | +16.6% | -34.6% | -24.8% |
| 3M | -6.6% | +10.8% | -17.4% | -12.8% |
| 6M | +2.0% | +35.8% | -33.7% | -16.3% |
| YTD | +184.5% | +20.5% | +164.0% | +145.5% |
| 1Y | +236.9% | +22.7% | +214.1% | +187.5% |
| 3Y | +987.0% | +4.9% | +982.1% | +854.9% |
| 5Y | +1,014.6% | -12.8% | +1,027.4% | +969.5% |
| 10Y | +4,609.2% | +22.7% | +4,586.5% | +3,368.2% |
| All | +2,068.1% | +326.1% | +1,742.0% | +833.0% |
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