+2,033.7%
MU vs ZBH
+314.6%
+1,719.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.3% |
| 7D | +21.6% | -2.1% | +23.8% | +23.0% |
| 30D | -16.2% | +13.6% | -29.8% | -22.2% |
| 3M | -12.4% | +7.1% | -19.5% | -16.9% |
| 6M | +4.2% | +26.1% | -21.9% | -11.2% |
| YTD | +180.0% | +17.2% | +162.7% | +144.9% |
| 1Y | +226.4% | +17.4% | +209.0% | +184.8% |
| 3Y | +969.7% | +2.0% | +967.7% | +852.3% |
| 5Y | +957.9% | -15.0% | +972.9% | +927.4% |
| 10Y | +4,534.6% | +19.4% | +4,515.2% | +3,358.8% |
| All | +2,033.7% | +314.6% | +1,719.2% | +830.5% |
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