+236.7%
MMM vs ZTS
+195.6%
+41.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +0.7% |
| 7D | +5.8% | -1.0% | +6.8% | +6.1% |
| 30D | +17.9% | +10.8% | +7.1% | +14.2% |
| 3M | +3.6% | +14.1% | -10.5% | -0.9% |
| 6M | +32.9% | +0.8% | +32.1% | +31.5% |
| YTD | +19.5% | -33.1% | +52.6% | +33.6% |
| 1Y | +16.5% | -30.0% | +46.5% | +28.1% |
| 3Y | +167.2% | -49.5% | +216.7% | +221.3% |
| 5Y | +48.2% | -60.2% | +108.5% | +89.7% |
| 10Y | +83.0% | +77.0% | +6.0% | +49.8% |
| All | +236.7% | +195.6% | +41.2% | +148.2% |
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 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