+53.8%
MMM vs ZTS
+54.3%
-0.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.4% |
| 7D | -1.6% | -4.8% | +3.2% | +0.1% |
| 30D | -8.0% | +1.2% | -9.2% | -8.6% |
| 3M | +9.4% | -6.0% | +15.4% | +11.1% |
| 6M | +10.2% | -38.7% | +49.0% | +28.9% |
| YTD | +6.1% | -40.6% | +46.7% | +25.5% |
| 1Y | +10.8% | -50.6% | +61.4% | +39.7% |
| 3Y | +104.8% | -58.7% | +163.5% | +171.7% |
| 5Y | +27.0% | -62.8% | +89.9% | +71.8% |
| 10Y | +53.8% | +56.2% | -2.4% | +15.0% |
| All | +53.8% | +54.3% | -0.6% | +15.0% |
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