+174.6%
ZTS vs MET
+349.1%
-174.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | -2.0% | +1.2% | -3.1% | -2.4% |
| 30D | +1.9% | +1.4% | +0.5% | +1.4% |
| 3M | -4.0% | +17.7% | -21.7% | -9.1% |
| 6M | -39.1% | +35.0% | -74.1% | -44.8% |
| YTD | -38.8% | +26.3% | -65.1% | -43.4% |
| 1Y | -49.6% | +22.8% | -72.4% | -53.1% |
| 3Y | -59.0% | +65.9% | -124.9% | -65.9% |
| 5Y | -61.8% | +85.4% | -147.1% | -69.8% |
| 10Y | +61.4% | +253.7% | -192.3% | -6.2% |
| All | +174.6% | +349.1% | -174.5% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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