-74.1%
MARA vs ZTS
+58.7%
-132.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.7% | +4.7% |
| 7D | +5.9% | -3.7% | +9.7% | +8.9% |
| 30D | +24.3% | -0.8% | +25.0% | +23.3% |
| 3M | -12.0% | -9.7% | -2.2% | -7.9% |
| 6M | +40.1% | -38.4% | +78.5% | +92.7% |
| YTD | +33.4% | -41.1% | +74.5% | +90.6% |
| 1Y | -23.7% | -50.6% | +26.9% | +25.8% |
| 3Y | +19.0% | -59.1% | +78.1% | +123.3% |
| 5Y | -66.5% | -62.7% | -3.8% | -28.2% |
| All | -74.1% | +58.7% | -132.8% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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