+179.2%
MDT vs ZTS
+170.4%
+8.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.8% | +1.4% |
| 7D | +3.2% | -2.0% | +5.2% | +4.0% |
| 30D | +9.5% | +1.9% | +7.6% | +8.4% |
| 3M | +16.0% | -4.0% | +20.0% | +17.4% |
| 6M | +0.2% | -39.1% | +39.3% | +18.8% |
| YTD | -0.3% | -38.8% | +38.5% | +17.7% |
| 1Y | +4.7% | -49.6% | +54.3% | +32.5% |
| 3Y | +26.5% | -59.0% | +85.5% | +70.5% |
| 5Y | -18.2% | -61.8% | +43.6% | +10.9% |
| 10Y | +40.0% | +61.4% | -21.4% | +10.5% |
| All | +179.2% | +170.4% | +8.8% | +88.3% |
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