-92.1%
MARA vs ZTS
+200.9%
-293.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -4.0% | -3.6% |
| 7D | +10.1% | +5.6% | +4.5% | +6.4% |
| 30D | -15.1% | +12.1% | -27.2% | -21.9% |
| 3M | -24.1% | +11.3% | -35.4% | -30.8% |
| 6M | -45.2% | +14.3% | -59.5% | -52.2% |
| YTD | -22.2% | -31.9% | +9.7% | -5.3% |
| 1Y | -45.3% | -29.3% | -16.0% | -35.7% |
| 3Y | -23.9% | -48.0% | +24.2% | +8.2% |
| 5Y | -90.8% | -58.9% | -31.9% | -83.9% |
| 10Y | -81.0% | +81.7% | -162.7% | -78.8% |
| All | -92.1% | +200.9% | -293.0% | -92.0% |
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