-20.5%
ZBH vs MUB
+8.2%
-28.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.0% |
| 7D | -4.9% | -0.7% | -4.2% | -4.1% |
| 30D | -3.2% | -2.0% | -1.3% | -0.9% |
| 3M | +5.8% | -2.5% | +8.4% | +9.1% |
| 6M | +2.0% | -2.3% | +4.3% | +5.0% |
| YTD | +5.8% | -1.3% | +7.1% | +7.6% |
| 1Y | -7.9% | +1.1% | -9.1% | -8.6% |
| All | -20.5% | +8.2% | -28.8% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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