+7.9%
ZBH vs MULL
+444.9%
-437.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -13.8% | +27.2% | +12.9% |
| 7D | +14.3% | -35.9% | +50.2% | +12.6% |
| 30D | +20.3% | -47.3% | +67.6% | +18.1% |
| 3M | +15.3% | -30.6% | +45.8% | +14.4% |
| 6M | +33.9% | +13.7% | +20.2% | +34.9% |
| YTD | +23.5% | +272.1% | -248.6% | +29.7% |
| 1Y | +7.9% | +475.1% | -467.2% | +20.3% |
| All | +7.9% | +444.9% | -437.0% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling