+40.4%
MXL vs ZBH
-28.6%
+69.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.1% | +6.4% | +7.3% |
| 7D | +18.9% | -4.7% | +23.5% | +20.2% |
| 30D | +0.3% | -4.5% | +4.8% | +1.3% |
| 3M | -8.0% | +7.6% | -15.6% | -12.1% |
| 6M | +341.2% | +0.3% | +341.0% | +329.4% |
| YTD | +327.8% | +4.5% | +323.3% | +307.1% |
| 1Y | +364.9% | -9.4% | +374.3% | +368.4% |
| 3Y | +229.2% | -21.5% | +250.7% | +253.5% |
| All | +40.4% | -28.6% | +69.0% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling