+83.0%
MMM vs ZTS
+74.0%
+9.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +0.6% |
| 7D | +5.8% | -1.0% | +6.8% | +6.2% |
| 30D | +17.9% | +10.8% | +7.1% | +13.7% |
| 3M | +3.6% | +14.1% | -10.5% | -1.4% |
| 6M | +32.9% | +0.8% | +32.1% | +31.4% |
| YTD | +19.5% | -33.1% | +52.6% | +35.5% |
| 1Y | +16.5% | -30.0% | +46.5% | +29.7% |
| 3Y | +167.2% | -49.5% | +216.7% | +228.8% |
| 5Y | +48.2% | -60.2% | +108.5% | +97.3% |
| 10Y | +83.0% | +77.0% | +6.0% | +30.4% |
| All | +83.0% | +74.0% | +9.0% | +30.4% |
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