+200.9%
MMM vs ZTS
+170.4%
+30.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.3% |
| 7D | -3.3% | -2.0% | -1.3% | -2.7% |
| 30D | -7.0% | +1.9% | -8.9% | -7.9% |
| 3M | +10.8% | -4.0% | +14.8% | +11.7% |
| 6M | +5.8% | -39.1% | +44.9% | +22.1% |
| YTD | +6.8% | -38.8% | +45.6% | +22.9% |
| 1Y | +10.4% | -49.6% | +60.0% | +34.8% |
| 3Y | +104.7% | -59.0% | +163.7% | +163.8% |
| 5Y | +23.6% | -61.8% | +85.3% | +59.8% |
| 10Y | +54.1% | +61.4% | -7.3% | +29.8% |
| All | +200.9% | +170.4% | +30.5% | +128.3% |
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