-86.6%
MARA vs ZTS
+162.3%
-248.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.0% | +7.6% | +6.5% |
| 7D | +15.6% | -4.8% | +20.4% | +19.2% |
| 30D | +17.2% | +1.2% | +16.0% | +14.7% |
| 3M | -14.2% | -6.0% | -8.1% | -13.3% |
| 6M | +47.7% | -38.7% | +86.4% | +94.9% |
| YTD | +31.7% | -40.6% | +72.4% | +77.7% |
| 1Y | -22.2% | -50.6% | +28.4% | +18.9% |
| 3Y | +8.4% | -58.7% | +67.2% | +84.3% |
| 5Y | -68.3% | -62.8% | -5.4% | -39.5% |
| 10Y | -74.9% | +56.2% | -131.0% | -68.8% |
| All | -86.6% | +162.3% | -248.9% | -84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling