-59.1%
ZTS vs MCO
+42.6%
-101.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.5% |
| 7D | -3.7% | -3.8% | 0.0% | -2.3% |
| 30D | -0.8% | -0.4% | -0.4% | -0.6% |
| 3M | -9.7% | +7.7% | -17.5% | -12.5% |
| 6M | -38.4% | +7.0% | -45.4% | -40.3% |
| YTD | -41.1% | -6.4% | -34.7% | -40.1% |
| 1Y | -50.6% | -7.6% | -43.0% | -49.6% |
| 3Y | -59.1% | +43.2% | -102.4% | -68.2% |
| All | -59.1% | +42.6% | -101.8% | -68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling