+74.2%
ZTS vs MLM
+185.4%
-111.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.7% |
| 7D | -0.4% | -4.1% | +3.7% | +1.1% |
| 30D | +11.7% | +8.2% | +3.6% | +9.2% |
| 3M | +3.5% | -3.6% | +7.0% | +4.7% |
| 6M | -27.6% | -15.6% | -12.1% | -23.7% |
| YTD | -35.5% | -16.4% | -19.0% | -32.0% |
| 1Y | -32.1% | -14.3% | -17.7% | -29.0% |
| 3Y | -49.1% | +19.3% | -68.4% | -52.7% |
| 5Y | -61.0% | +29.6% | -90.6% | -65.3% |
| All | +74.2% | +185.4% | -111.2% | +18.2% |
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