-62.4%
ZTS vs MCO
+26.6%
-89.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.1% |
| 7D | -4.5% | -7.3% | +2.8% | -0.8% |
| 30D | -3.3% | -1.7% | -1.6% | -2.5% |
| 3M | -9.7% | +3.9% | -13.7% | -11.8% |
| 6M | -38.8% | +3.8% | -42.7% | -40.4% |
| YTD | -41.2% | -7.9% | -33.3% | -39.5% |
| 1Y | -50.3% | -6.8% | -43.5% | -49.4% |
| 3Y | -59.1% | +40.9% | -100.1% | -68.4% |
| All | -62.4% | +26.6% | -89.0% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling