-15.0%
ZBH vs MLM
+28.3%
-43.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.2% |
| 7D | -2.1% | -2.0% | -0.2% | -1.4% |
| 30D | +13.6% | +9.5% | +4.0% | +10.2% |
| 3M | +7.1% | -4.7% | +11.8% | +8.9% |
| 6M | +26.1% | -10.7% | +36.8% | +30.5% |
| YTD | +17.2% | -16.6% | +33.8% | +23.1% |
| 1Y | +17.4% | -15.4% | +32.8% | +22.6% |
| 3Y | +2.0% | +15.9% | -13.9% | -7.0% |
| 5Y | -15.0% | +27.1% | -42.1% | -27.8% |
| All | -15.0% | +28.3% | -43.3% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling