+270.9%
ZBH vs MDY
+905.9%
-635.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.1% |
| 7D | -4.9% | -0.8% | -4.1% | -4.4% |
| 30D | -3.2% | -3.9% | +0.6% | -0.7% |
| 3M | +5.8% | 0.0% | +5.9% | +5.6% |
| 6M | +2.0% | +8.5% | -6.6% | -3.9% |
| YTD | +5.8% | +13.2% | -7.4% | -3.2% |
| 1Y | -7.9% | +15.0% | -23.0% | -16.8% |
| 3Y | -19.4% | +49.6% | -68.9% | -40.3% |
| 5Y | -29.5% | +46.0% | -75.5% | -47.3% |
| 10Y | -15.5% | +176.4% | -191.9% | -59.1% |
| All | +270.9% | +905.9% | -635.0% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling