+21.6%
MCD vs ZTS
-61.7%
+83.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -2.8% | -2.0% | -0.8% | -2.5% |
| 30D | -6.0% | +1.9% | -7.9% | -6.5% |
| 3M | -5.6% | -4.0% | -1.6% | -5.0% |
| 6M | -21.9% | -39.1% | +17.3% | -15.1% |
| YTD | -14.7% | -38.8% | +24.1% | -7.6% |
| 1Y | -17.3% | -49.6% | +32.3% | -7.0% |
| 3Y | -2.2% | -59.0% | +56.8% | +13.9% |
| All | +21.6% | -61.7% | +83.3% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling