+13.1%
ZBH vs MLM
+185.4%
-172.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -0.5% |
| 7D | +11.7% | -4.1% | +15.8% | +13.6% |
| 30D | +19.3% | +8.2% | +11.2% | +16.0% |
| 3M | +8.9% | -3.6% | +12.5% | +10.3% |
| 6M | +28.2% | -15.6% | +43.7% | +35.6% |
| YTD | +18.4% | -16.4% | +34.8% | +24.8% |
| 1Y | +20.6% | -14.3% | +34.9% | +25.9% |
| 3Y | -0.6% | +19.3% | -19.9% | -9.9% |
| 5Y | -19.7% | +29.6% | -49.3% | -31.1% |
| All | +13.1% | +185.4% | -172.3% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling