+269.3%
ZBH vs MKC
+708.5%
-439.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.8% |
| 7D | -5.2% | -4.3% | -0.9% | -3.7% |
| 30D | -2.4% | -2.0% | -0.4% | -1.7% |
| 3M | +8.3% | +10.0% | -1.7% | +4.5% |
| 6M | +0.7% | -18.5% | +19.2% | +7.6% |
| YTD | +5.3% | -22.4% | +27.8% | +14.1% |
| 1Y | -9.1% | -23.6% | +14.6% | -1.2% |
| 3Y | -19.7% | -30.4% | +10.7% | -11.1% |
| 5Y | -31.3% | -34.2% | +2.9% | -23.5% |
| 10Y | -18.9% | +26.8% | -45.8% | -35.1% |
| All | +269.3% | +708.5% | -439.1% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling