+165.6%
ZTS vs MCO
+894.3%
-728.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | +0.3% |
| 7D | -3.8% | -3.1% | -0.6% | -2.3% |
| 30D | -2.0% | -0.5% | -1.5% | -1.8% |
| 3M | -10.2% | +5.7% | -15.9% | -12.9% |
| 6M | -39.4% | +3.0% | -42.4% | -40.7% |
| YTD | -40.8% | -6.5% | -34.3% | -39.7% |
| 1Y | -50.1% | -5.8% | -44.4% | -49.6% |
| 3Y | -58.9% | +43.1% | -102.0% | -67.0% |
| 5Y | -62.4% | +29.5% | -91.8% | -68.8% |
| 10Y | +58.8% | +388.8% | -330.0% | -25.4% |
| All | +165.6% | +894.3% | -728.7% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling