+195.2%
MCD vs ZTS
+78.9%
+116.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -1.6% | +1.0% | -2.6% | -1.9% |
| 30D | +16.0% | +12.4% | +3.6% | +11.8% |
| 3M | 0.0% | +13.6% | -13.6% | -4.2% |
| 6M | +0.9% | +9.3% | -8.4% | -2.4% |
| YTD | -8.7% | -32.6% | +23.9% | +1.3% |
| 1Y | -8.6% | -30.0% | +21.5% | +0.1% |
| 3Y | +9.9% | -48.7% | +58.6% | +30.3% |
| 5Y | +22.6% | -59.3% | +82.0% | +57.3% |
| All | +195.2% | +78.9% | +116.3% | +141.6% |
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