-17.4%
ZBH vs MDY
+177.2%
-194.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | -4.7% | -1.9% | -2.8% | -3.3% |
| 30D | -4.5% | -4.6% | +0.1% | -1.1% |
| 3M | +7.6% | -1.2% | +8.8% | +8.4% |
| 6M | +0.3% | +9.2% | -8.9% | -6.4% |
| YTD | +4.5% | +13.1% | -8.5% | -5.1% |
| 1Y | -9.4% | +13.0% | -22.4% | -17.9% |
| 3Y | -21.5% | +49.2% | -70.7% | -44.0% |
| 5Y | -28.4% | +47.2% | -75.6% | -49.1% |
| All | -17.4% | +177.2% | -194.6% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling