+180.0%
MCD vs ZTS
+54.3%
+125.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.9% |
| 7D | -2.0% | -4.8% | +2.7% | -0.6% |
| 30D | -6.1% | +1.2% | -7.4% | -6.6% |
| 3M | -7.3% | -6.0% | -1.2% | -5.8% |
| 6M | -20.9% | -38.7% | +17.8% | -9.5% |
| YTD | -14.7% | -40.6% | +26.0% | -1.5% |
| 1Y | -16.1% | -50.6% | +34.5% | +2.3% |
| 3Y | -1.5% | -58.7% | +57.2% | +25.5% |
| 5Y | +20.4% | -62.8% | +83.3% | +57.2% |
| 10Y | +180.0% | +56.2% | +123.8% | +145.9% |
| All | +180.0% | +54.3% | +125.7% | +145.9% |
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 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