+211.7%
MCD vs ZTS
+72.0%
+139.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.5% |
| 7D | +7.1% | -0.4% | +7.5% | +7.2% |
| 30D | +19.8% | +11.7% | +8.0% | +15.6% |
| 3M | +0.8% | +3.5% | -2.6% | -0.6% |
| 6M | -1.3% | -27.6% | +26.3% | +7.2% |
| YTD | -7.8% | -35.5% | +27.7% | +3.7% |
| 1Y | -5.0% | -32.1% | +27.1% | +4.9% |
| 3Y | +10.5% | -49.1% | +59.6% | +30.9% |
| 5Y | +22.0% | -61.0% | +83.0% | +58.3% |
| All | +211.7% | +72.0% | +139.6% | +173.2% |
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