+77.0%
ZTS vs MLM
+167.5%
-90.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +2.9% |
| 7D | -1.0% | -3.8% | +2.8% | +0.4% |
| 30D | +10.8% | +11.0% | -0.2% | +7.4% |
| 3M | +14.1% | -3.1% | +17.1% | +15.3% |
| 6M | +0.8% | -9.8% | +10.5% | +3.8% |
| YTD | -33.1% | -14.4% | -18.7% | -30.1% |
| 1Y | -30.0% | -12.6% | -17.4% | -27.3% |
| 3Y | -49.5% | +19.7% | -69.3% | -53.2% |
| 5Y | -60.2% | +29.8% | -90.0% | -64.7% |
| 10Y | +77.0% | +153.5% | -76.5% | +20.2% |
| All | +77.0% | +167.5% | -90.4% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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