+950.8%
MU vs ZTS
-48.0%
+998.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.6% | -2.6% |
| 7D | +12.8% | +5.6% | +7.2% | +12.5% |
| 30D | -14.9% | +12.1% | -26.9% | -14.9% |
| 3M | -18.0% | +11.3% | -29.3% | -18.0% |
| 6M | -3.1% | +14.3% | -17.4% | -4.1% |
| YTD | +172.9% | -31.9% | +204.8% | +204.3% |
| 1Y | +228.8% | -29.3% | +258.1% | +262.2% |
| 3Y | +950.8% | -48.0% | +998.9% | +1,089.6% |
| All | +950.8% | -48.0% | +998.8% | +1,089.6% |
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 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