+87.8%
ZTS vs MLM
+138.2%
-50.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.3% |
| 7D | +5.6% | -0.9% | +6.4% | +5.9% |
| 30D | +12.1% | +9.0% | +3.1% | +9.3% |
| 3M | +11.3% | -5.6% | +16.8% | +13.4% |
| 6M | +14.3% | -10.7% | +25.0% | +18.1% |
| YTD | -31.9% | -17.2% | -14.7% | -28.0% |
| 1Y | -29.3% | -14.2% | -15.0% | -26.1% |
| 3Y | -48.0% | +15.6% | -63.7% | -51.3% |
| 5Y | -58.9% | +26.2% | -85.1% | -63.2% |
| All | +87.8% | +138.2% | -50.5% | +29.5% |
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