+200.7%
ZTS vs MET
+374.1%
-173.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -0.6% | +1.8% | -2.4% | -1.1% |
| 30D | +11.0% | +4.8% | +6.2% | +9.4% |
| 3M | +10.9% | +6.2% | +4.7% | +8.8% |
| 6M | +0.9% | +33.8% | -32.9% | -8.4% |
| YTD | -33.0% | +33.3% | -66.3% | -39.1% |
| 1Y | -29.6% | +36.3% | -66.0% | -36.5% |
| 3Y | -49.0% | +84.6% | -133.6% | -59.0% |
| 5Y | -59.5% | +87.7% | -147.2% | -68.0% |
| 10Y | +77.0% | +198.0% | -120.9% | +8.3% |
| All | +200.7% | +374.1% | -173.4% | +74.2% |
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