-17.3%
MCD vs ZTS
-49.3%
+32.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | -2.8% | -2.0% | -0.8% | -2.6% |
| 30D | -6.0% | +1.9% | -7.9% | -6.2% |
| 3M | -5.6% | -4.0% | -1.6% | -5.4% |
| 6M | -21.9% | -39.1% | +17.3% | -19.6% |
| YTD | -14.7% | -38.8% | +24.1% | -12.4% |
| 1Y | -17.3% | -49.6% | +32.3% | -14.3% |
| All | -17.3% | -49.3% | +32.1% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling