+211.3%
MCD vs ZTS
+74.0%
+137.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +0.6% |
| 7D | +5.9% | -1.0% | +7.0% | +6.2% |
| 30D | +19.6% | +10.8% | +8.9% | +15.8% |
| 3M | +3.3% | +14.1% | -10.8% | -1.1% |
| 6M | +3.5% | +0.8% | +2.7% | +2.5% |
| YTD | -6.1% | -33.1% | +27.0% | +4.4% |
| 1Y | -3.7% | -30.0% | +26.3% | +5.4% |
| 3Y | +13.4% | -49.5% | +62.9% | +35.1% |
| 5Y | +25.2% | -60.2% | +85.4% | +61.8% |
| 10Y | +211.3% | +77.0% | +134.2% | +170.3% |
| All | +211.3% | +74.0% | +137.2% | +170.3% |
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 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