+4,407.5%
MU vs ZTS
+80.8%
+4,326.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.6% | -3.0% |
| 7D | +12.8% | +5.6% | +7.2% | +10.1% |
| 30D | -14.9% | +12.1% | -26.9% | -19.5% |
| 3M | -18.0% | +11.3% | -29.3% | -22.8% |
| 6M | -3.1% | +14.3% | -17.4% | -12.0% |
| YTD | +172.9% | -31.9% | +204.8% | +218.7% |
| 1Y | +228.8% | -29.3% | +258.1% | +274.9% |
| 3Y | +950.8% | -48.0% | +998.9% | +1,268.9% |
| 5Y | +931.3% | -58.9% | +990.1% | +1,446.8% |
| All | +4,407.5% | +80.8% | +4,326.7% | +2,092.6% |
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