+855.4%
MU vs ZTS
-51.2%
+906.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.3% | +8.4% | +5.2% |
| 7D | -22.0% | -0.4% | -21.6% | -21.6% |
| 30D | -36.6% | +11.7% | -48.3% | -36.6% |
| 3M | -21.7% | +3.5% | -25.2% | -21.4% |
| 6M | +3.5% | -27.6% | +31.2% | +12.0% |
| YTD | +141.9% | -35.5% | +177.4% | +170.0% |
| 1Y | +189.8% | -32.1% | +221.9% | +218.3% |
| 3Y | +855.4% | -49.1% | +904.5% | +1,053.5% |
| All | +855.4% | -51.2% | +906.6% | +1,053.5% |
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