+38.0%
MDT vs ZTS
+58.5%
-20.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -1.6% | -4.5% | +2.9% | +0.2% |
| 30D | +1.0% | -3.3% | +4.3% | +2.3% |
| 3M | +15.2% | -9.7% | +24.9% | +19.7% |
| 6M | +3.7% | -38.8% | +42.5% | +23.9% |
| YTD | -3.0% | -41.2% | +38.2% | +17.6% |
| 1Y | +2.5% | -50.3% | +52.8% | +32.5% |
| 3Y | +26.5% | -59.1% | +85.6% | +74.1% |
| 5Y | -18.3% | -62.8% | +44.5% | +14.6% |
| All | +38.0% | +58.5% | -20.5% | +4.9% |
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 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