-62.8%
ZTS vs MKC
-33.9%
-28.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -4.5% | -2.8% | -1.7% | -3.6% |
| 30D | -3.3% | -3.4% | +0.1% | -2.2% |
| 3M | -9.7% | +3.8% | -13.5% | -11.1% |
| 6M | -38.8% | -17.9% | -20.9% | -35.0% |
| YTD | -41.2% | -23.6% | -17.6% | -36.2% |
| 1Y | -50.3% | -23.1% | -27.2% | -46.3% |
| 3Y | -59.1% | -31.5% | -27.6% | -54.1% |
| 5Y | -62.8% | -33.1% | -29.7% | -56.0% |
| All | -62.8% | -33.9% | -28.8% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling