-68.0%
MARA vs ZTS
-62.7%
-5.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.6% |
| 7D | -1.5% | -4.5% | +3.0% | +1.9% |
| 30D | +18.1% | -3.3% | +21.4% | +19.5% |
| 3M | -9.4% | -9.7% | +0.3% | -5.0% |
| 6M | +33.4% | -38.8% | +72.2% | +89.2% |
| YTD | +27.3% | -41.2% | +68.5% | +87.4% |
| 1Y | -27.9% | -50.3% | +22.4% | +24.3% |
| 3Y | +4.8% | -59.1% | +63.9% | +110.0% |
| 5Y | -68.0% | -62.8% | -5.3% | -22.8% |
| All | -68.0% | -62.7% | -5.3% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling