-6.0%
ZTS vs MCO
+6.9%
-12.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.1% |
| 7D | -4.8% | -2.7% | -2.1% | -3.8% |
| 30D | +1.2% | +0.9% | +0.3% | +1.3% |
| 3M | -6.0% | +8.7% | -14.7% | -8.6% |
| All | -6.0% | +6.9% | -12.9% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 3mo: compounded portfolio wealth divided by compounded MCO 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…
3mo analysis · Full analysis span regression · Available span rolling