+55.7%
ZTS vs MKC
+29.9%
+25.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | -3.7% | -1.5% | -2.3% | -3.2% |
| 30D | -0.8% | -3.1% | +2.3% | +0.5% |
| 3M | -9.7% | +5.2% | -14.9% | -11.9% |
| 6M | -38.4% | -12.8% | -25.6% | -35.3% |
| YTD | -41.1% | -23.3% | -17.8% | -35.2% |
| 1Y | -50.6% | -24.1% | -26.5% | -45.5% |
| 3Y | -59.1% | -32.1% | -27.0% | -53.3% |
| 5Y | -62.7% | -32.8% | -29.9% | -58.0% |
| All | +55.7% | +29.9% | +25.9% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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