-22.4%
ZBH vs MKC
-31.7%
+9.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -6.6% | -2.8% | -3.7% | -5.9% |
| 30D | -4.9% | -3.4% | -1.5% | -4.1% |
| 3M | +5.1% | +3.8% | +1.4% | +4.4% |
| 6M | +1.3% | -17.9% | +19.3% | +5.7% |
| YTD | +3.4% | -23.6% | +27.0% | +9.5% |
| 1Y | -8.7% | -23.1% | +14.4% | -3.5% |
| All | -22.4% | -31.7% | +9.3% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling