+478.8%
MCHP vs ZTS
+162.3%
+316.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | +0.4% |
| 7D | +2.8% | -4.8% | +7.5% | +5.3% |
| 30D | -12.8% | +1.2% | -14.1% | -13.9% |
| 3M | -19.2% | -6.0% | -13.2% | -18.3% |
| 6M | +14.5% | -38.7% | +53.3% | +42.5% |
| YTD | +17.1% | -40.6% | +57.7% | +48.1% |
| 1Y | +15.3% | -50.6% | +65.9% | +61.0% |
| 3Y | +0.5% | -58.7% | +59.2% | +52.8% |
| 5Y | +6.1% | -62.8% | +68.9% | +68.5% |
| 10Y | +192.2% | +56.2% | +136.0% | +155.2% |
| All | +478.8% | +162.3% | +316.4% | +332.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling