-59.0%
ZTS vs MKC
-31.2%
-27.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -3.8% | -4.3% | +0.6% | -2.4% |
| 30D | -2.0% | -3.1% | +1.1% | -1.0% |
| 3M | -10.2% | +6.8% | -17.0% | -12.4% |
| 6M | -39.4% | -18.3% | -21.1% | -35.6% |
| YTD | -40.8% | -23.1% | -17.8% | -36.0% |
| 1Y | -50.1% | -23.7% | -26.4% | -46.0% |
| All | -59.0% | -31.2% | -27.8% | -54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling