-18.0%
MDT vs ZTS
-62.5%
+44.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.3% | -3.8% | +3.4% | +0.8% |
| 30D | +2.8% | -2.0% | +4.8% | +3.3% |
| 3M | +13.1% | -10.2% | +23.3% | +16.4% |
| 6M | +2.3% | -39.4% | +41.7% | +16.6% |
| YTD | -2.7% | -40.8% | +38.1% | +11.5% |
| 1Y | +0.9% | -50.1% | +51.0% | +21.3% |
| 3Y | +26.8% | -58.9% | +85.7% | +60.2% |
| All | -18.0% | -62.5% | +44.4% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling