-62.8%
ZTS vs MDB
-26.9%
-35.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.5% | +0.5% | -2.6% |
| 7D | -4.8% | -18.0% | +13.2% | -2.9% |
| 30D | +1.2% | -10.7% | +12.0% | +2.2% |
| 3M | -6.0% | +1.0% | -7.0% | -6.7% |
| 6M | -38.7% | +31.6% | -70.4% | -41.5% |
| YTD | -40.6% | -15.2% | -25.4% | -40.7% |
| 1Y | -50.6% | +10.1% | -60.7% | -52.4% |
| 3Y | -58.7% | -5.6% | -53.1% | -61.3% |
| 5Y | -62.8% | -24.5% | -38.3% | -66.7% |
| All | -62.8% | -26.9% | -35.9% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling