-13.5%
ZBH vs MULL
+2,337.2%
-2,350.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.1% |
| 7D | -4.7% | -8.4% | +3.8% | -4.8% |
| 30D | -4.5% | +9.7% | -14.2% | -4.3% |
| 3M | +7.6% | -26.8% | +34.3% | +7.8% |
| 6M | +0.3% | +220.7% | -220.4% | -0.7% |
| YTD | +4.5% | +509.0% | -504.5% | +3.0% |
| 1Y | -9.4% | +1,739.5% | -1,748.9% | -12.8% |
| All | -13.5% | +2,337.2% | -2,350.6% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling