+270.8%
MXL vs ZBH
+85.3%
+185.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -1.9% |
| 7D | +16.6% | -6.6% | +23.2% | +20.5% |
| 30D | +0.5% | -4.9% | +5.4% | +2.7% |
| 3M | -3.6% | +5.1% | -8.7% | -9.4% |
| 6M | +328.0% | +1.3% | +326.7% | +301.6% |
| YTD | +297.8% | +3.4% | +294.5% | +267.9% |
| 1Y | +339.4% | -8.7% | +348.1% | +329.2% |
| 3Y | +201.7% | -21.2% | +223.0% | +211.0% |
| 5Y | +32.8% | -29.2% | +62.0% | +46.3% |
| 10Y | +274.8% | -17.5% | +292.3% | +244.7% |
| All | +270.8% | +85.3% | +185.5% | +81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling