+158.4%
MMM vs ZTS
-48.0%
+206.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | -0.4% | +5.6% | -6.0% | -1.7% |
| 30D | +12.1% | +12.1% | +0.1% | +9.4% |
| 3M | +1.4% | +11.3% | -9.9% | -1.0% |
| 6M | +26.6% | +14.3% | +12.3% | +22.3% |
| YTD | +16.8% | -31.9% | +48.7% | +27.5% |
| 1Y | +10.1% | -29.3% | +39.3% | +18.8% |
| 3Y | +158.4% | -48.0% | +206.5% | +200.2% |
| All | +158.4% | -48.0% | +206.4% | +200.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling