+315.0%
ZBH vs MLM
+1,555.9%
-1,240.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -0.6% |
| 7D | +11.7% | -4.1% | +15.8% | +13.2% |
| 30D | +19.3% | +8.2% | +11.2% | +16.6% |
| 3M | +8.9% | -3.6% | +12.5% | +10.1% |
| 6M | +28.2% | -15.6% | +43.7% | +34.3% |
| YTD | +18.4% | -16.4% | +34.8% | +23.8% |
| 1Y | +20.6% | -14.3% | +34.9% | +25.1% |
| 3Y | -0.6% | +19.3% | -19.9% | -7.7% |
| 5Y | -19.7% | +29.6% | -49.3% | -28.4% |
| 10Y | +14.7% | +189.9% | -175.2% | -23.0% |
| All | +315.0% | +1,555.9% | -1,240.9% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling