+5,778.3%
MU vs ZTS
+54.3%
+5,724.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.2% |
| 7D | +7.2% | -4.8% | +11.9% | +9.6% |
| 30D | +14.0% | +1.2% | +12.7% | +12.7% |
| 3M | +5.4% | -6.0% | +11.4% | +6.5% |
| 6M | +170.3% | -38.7% | +209.0% | +232.9% |
| YTD | +250.7% | -40.6% | +291.3% | +338.0% |
| 1Y | +662.1% | -50.6% | +712.7% | +955.6% |
| 3Y | +1,341.2% | -58.7% | +1,400.0% | +2,032.1% |
| 5Y | +1,319.3% | -62.8% | +1,382.2% | +2,101.9% |
| 10Y | +5,778.3% | +56.2% | +5,722.1% | +3,776.7% |
| All | +5,778.3% | +54.3% | +5,724.0% | +3,776.7% |
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