+21.1%
ZTS vs MDB
+986.0%
-964.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -3.8% | -4.5% | +0.8% | -3.2% |
| 30D | -2.0% | -14.0% | +12.0% | -0.5% |
| 3M | -10.2% | +5.3% | -15.5% | -11.4% |
| 6M | -39.4% | +31.9% | -71.3% | -42.6% |
| YTD | -40.8% | -14.6% | -26.2% | -41.1% |
| 1Y | -50.1% | +8.2% | -58.4% | -52.2% |
| 3Y | -58.9% | -5.0% | -53.9% | -62.0% |
| 5Y | -62.4% | -24.5% | -37.8% | -66.8% |
| All | +21.1% | +986.0% | -964.9% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling