+199.5%
MCHP vs ZTS
+58.7%
+140.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | 0.0% | -3.7% | +3.8% | +2.2% |
| 30D | -6.0% | -0.8% | -5.3% | -6.2% |
| 3M | -19.7% | -9.7% | -10.0% | -16.7% |
| 6M | +14.0% | -38.4% | +52.4% | +45.3% |
| YTD | +18.4% | -41.1% | +59.5% | +55.0% |
| 1Y | +17.1% | -50.6% | +67.7% | +71.0% |
| 3Y | +0.7% | -59.1% | +59.9% | +62.9% |
| 5Y | +5.1% | -62.7% | +67.8% | +77.5% |
| All | +199.5% | +58.7% | +140.7% | +141.3% |
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