+8.6%
MCD vs ZTS
-48.0%
+56.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | -1.6% | +5.6% | -7.2% | -2.6% |
| 30D | +14.1% | +12.1% | +2.0% | +11.9% |
| 3M | +0.6% | +11.3% | -10.7% | -1.3% |
| 6M | 0.0% | +14.3% | -14.3% | -2.4% |
| YTD | -9.3% | -31.9% | +22.6% | -5.1% |
| 1Y | -9.3% | -29.3% | +20.0% | -5.8% |
| 3Y | +8.6% | -48.0% | +56.7% | +17.5% |
| All | +8.6% | -48.0% | +56.6% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling