-29.5%
ZBH vs MUB
+1.5%
-31.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.0% |
| 7D | -4.9% | -0.7% | -4.2% | -4.2% |
| 30D | -3.2% | -2.0% | -1.3% | -1.1% |
| 3M | +5.8% | -2.5% | +8.4% | +8.9% |
| 6M | +2.0% | -2.3% | +4.3% | +4.7% |
| YTD | +5.8% | -1.3% | +7.1% | +7.4% |
| 1Y | -7.9% | +1.1% | -9.1% | -8.7% |
| 3Y | -19.4% | +8.2% | -27.6% | -24.8% |
| 5Y | -29.5% | +1.5% | -31.0% | -48.9% |
| All | -29.5% | +1.5% | -31.0% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling