+174.6%
ZTS vs MLM
+483.1%
-308.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.0% |
| 7D | -2.0% | -2.9% | +0.9% | -1.2% |
| 30D | +1.9% | -6.8% | +8.7% | +3.9% |
| 3M | -4.0% | -11.2% | +7.2% | -0.9% |
| 6M | -39.1% | -21.8% | -17.3% | -34.8% |
| YTD | -38.8% | -17.0% | -21.8% | -35.8% |
| 1Y | -49.6% | -16.4% | -33.2% | -47.2% |
| 3Y | -59.0% | +14.5% | -73.5% | -61.3% |
| 5Y | -61.8% | +41.7% | -103.5% | -66.4% |
| 10Y | +61.4% | +200.0% | -138.6% | +11.1% |
| All | +174.6% | +483.1% | -308.5% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling