+7.9%
ZBH vs MTB
+27.0%
-19.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +1.2% | +12.3% | +13.0% |
| 7D | +14.3% | +2.0% | +12.3% | +13.4% |
| 30D | +20.3% | +2.9% | +17.4% | +19.0% |
| 3M | +15.3% | -10.7% | +25.9% | +19.7% |
| 6M | +33.9% | +6.3% | +27.6% | +31.3% |
| YTD | +23.5% | +13.8% | +9.7% | +17.7% |
| 1Y | +7.9% | +27.7% | -19.8% | +2.2% |
| All | +7.9% | +27.0% | -19.1% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling