-8.6%
MCD vs ZTS
-29.4%
+20.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -1.6% | +1.0% | -2.6% | -1.8% |
| 30D | +16.0% | +12.4% | +3.6% | +13.9% |
| 3M | 0.0% | +13.6% | -13.6% | -2.1% |
| 6M | +0.9% | +9.3% | -8.4% | -0.8% |
| YTD | -8.7% | -32.6% | +23.9% | -6.3% |
| 1Y | -8.6% | -30.0% | +21.5% | -6.9% |
| All | -8.6% | -29.4% | +20.9% | -6.9% |
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 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