+205.7%
ZTS vs MKC
+96.7%
+109.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.1% | +0.6% |
| 7D | +5.6% | -3.0% | +8.5% | +6.8% |
| 30D | +12.1% | +4.8% | +7.3% | +10.1% |
| 3M | +11.3% | -12.8% | +24.1% | +17.5% |
| 6M | +14.3% | +5.0% | +9.3% | +11.5% |
| YTD | -31.9% | -29.1% | -2.8% | -22.7% |
| 1Y | -29.3% | -26.4% | -2.9% | -21.0% |
| 3Y | -48.0% | -21.6% | -26.4% | -44.2% |
| 5Y | -58.9% | -35.2% | -23.6% | -53.1% |
| 10Y | +81.7% | +25.6% | +56.0% | +57.2% |
| All | +205.7% | +96.7% | +109.0% | +110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling