+192.8%
MDLZ vs ZTS
+170.4%
+22.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.1% |
| 7D | -1.7% | -2.0% | +0.2% | -1.1% |
| 30D | -2.1% | +1.9% | -4.0% | -2.9% |
| 3M | +1.3% | -4.0% | +5.3% | +2.3% |
| 6M | +6.2% | -39.1% | +45.3% | +22.5% |
| YTD | +15.8% | -38.8% | +54.6% | +33.2% |
| 1Y | +4.1% | -49.6% | +53.7% | +27.1% |
| 3Y | -4.1% | -59.0% | +54.9% | +23.4% |
| 5Y | +13.4% | -61.8% | +75.1% | +46.4% |
| 10Y | +75.7% | +61.4% | +14.3% | +38.2% |
| All | +192.8% | +170.4% | +22.4% | +99.7% |
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