+220.7%
MDLZ vs ZTS
+196.1%
+24.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.2% | -0.6% | +2.8% | +2.2% |
| 30D | +10.1% | +11.0% | -0.8% | +6.4% |
| 3M | +9.1% | +10.9% | -1.8% | +5.2% |
| 6M | +10.0% | +0.9% | +9.1% | +8.8% |
| YTD | +26.8% | -33.0% | +59.8% | +41.4% |
| 1Y | +22.5% | -29.6% | +52.1% | +34.2% |
| 3Y | +5.3% | -49.0% | +54.3% | +25.8% |
| 5Y | +21.4% | -59.5% | +80.9% | +54.2% |
| 10Y | +102.0% | +77.0% | +25.0% | +54.0% |
| All | +220.7% | +196.1% | +24.6% | +112.0% |
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