+78.9%
ZTS vs MLM
+140.5%
-61.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -7.4% | -5.8% | -1.6% | -5.5% |
| 30D | +9.9% | +9.8% | 0.0% | +6.9% |
| 3M | +10.3% | -5.2% | +15.5% | +12.3% |
| 6M | +9.2% | -10.3% | +19.5% | +12.6% |
| YTD | -32.9% | -15.5% | -17.4% | -29.5% |
| 1Y | -29.7% | -15.0% | -14.7% | -26.3% |
| 3Y | -49.0% | +17.5% | -66.4% | -52.4% |
| 5Y | -59.3% | +30.5% | -89.8% | -63.9% |
| 10Y | +78.9% | +145.5% | -66.6% | +22.2% |
| All | +78.9% | +140.5% | -61.6% | +22.2% |
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