+297.0%
MXL vs ZBH
+11.3%
+285.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +13.5% | -24.6% | +0.1% |
| 7D | -24.3% | +14.3% | -38.6% | -14.1% |
| 30D | -46.1% | +20.3% | -66.4% | -35.6% |
| 3M | -21.8% | +15.3% | -37.1% | -8.9% |
| 6M | -27.2% | +33.9% | -61.2% | -5.5% |
| YTD | +226.2% | +23.5% | +202.7% | +323.8% |
| 1Y | +297.0% | +7.9% | +289.1% | +404.7% |
| All | +297.0% | +11.3% | +285.7% | +404.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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