+205.7%
ZTS vs MET
+375.1%
-169.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +0.8% |
| 7D | +5.6% | +4.5% | +1.1% | +4.0% |
| 30D | +12.1% | +3.5% | +8.5% | +10.9% |
| 3M | +11.3% | +5.9% | +5.3% | +9.2% |
| 6M | +14.3% | +33.1% | -18.8% | +3.9% |
| YTD | -31.9% | +33.6% | -65.5% | -38.1% |
| 1Y | -29.3% | +32.7% | -61.9% | -35.6% |
| 3Y | -48.0% | +85.0% | -133.1% | -58.3% |
| 5Y | -58.9% | +85.6% | -144.5% | -67.4% |
| 10Y | +81.7% | +198.8% | -117.2% | +11.1% |
| All | +205.7% | +375.1% | -169.4% | +77.0% |
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