-29.2%
ZBH vs MTB
+101.1%
-130.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | -6.6% | -0.4% | -6.1% | -6.4% |
| 30D | -4.9% | -4.6% | -0.3% | -3.8% |
| 3M | +5.1% | +7.4% | -2.3% | +3.2% |
| 6M | +1.3% | +18.7% | -17.3% | -3.0% |
| YTD | +3.4% | +21.1% | -17.7% | -1.7% |
| 1Y | -8.7% | +24.1% | -32.8% | -13.8% |
| 3Y | -21.2% | +115.3% | -136.6% | -36.6% |
| 5Y | -29.2% | +106.0% | -135.2% | -43.3% |
| All | -29.2% | +101.1% | -130.3% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling