+207.4%
MDT vs ZTS
+200.9%
+6.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +1.5% |
| 7D | +1.0% | +5.6% | -4.5% | -1.0% |
| 30D | +9.2% | +12.1% | -2.9% | +4.3% |
| 3M | +14.5% | +11.3% | +3.2% | +9.6% |
| 6M | +37.3% | +14.3% | +23.0% | +29.9% |
| YTD | +9.8% | -31.9% | +41.7% | +24.2% |
| 1Y | +10.5% | -29.3% | +39.8% | +23.0% |
| 3Y | +57.4% | -48.0% | +105.5% | +92.9% |
| 5Y | +1.2% | -58.9% | +60.0% | +33.6% |
| 10Y | +63.2% | +81.7% | -18.4% | +23.0% |
| All | +207.4% | +200.9% | +6.5% | +98.6% |
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 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