+269.3%
ZBH vs MTB
+497.9%
-228.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.7% |
| 7D | -5.2% | +2.8% | -8.0% | -6.0% |
| 30D | -2.4% | -4.2% | +1.8% | -1.1% |
| 3M | +8.3% | +7.8% | +0.5% | +5.7% |
| 6M | +0.7% | +14.8% | -14.2% | -3.7% |
| YTD | +5.3% | +20.8% | -15.4% | -0.9% |
| 1Y | -9.1% | +23.1% | -32.2% | -15.1% |
| 3Y | -19.7% | +114.8% | -134.5% | -38.5% |
| 5Y | -31.3% | +103.3% | -134.6% | -48.0% |
| 10Y | -18.9% | +173.0% | -191.9% | -46.9% |
| All | +269.3% | +497.9% | -228.6% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling