+199.5%
ZTS vs MLM
+497.9%
-298.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -5.2% | -2.8% | -6.4% |
| 7D | +4.9% | -1.2% | +6.1% | +5.4% |
| 30D | +15.9% | +7.9% | +8.0% | +13.5% |
| 3M | +11.1% | -4.5% | +15.6% | +12.6% |
| 6M | -26.0% | -12.6% | -13.4% | -23.2% |
| YTD | -33.3% | -14.9% | -18.4% | -30.4% |
| 1Y | -30.3% | -13.1% | -17.2% | -27.7% |
| 3Y | -47.0% | +21.2% | -68.3% | -50.7% |
| 5Y | -59.7% | +32.0% | -91.7% | -63.9% |
| 10Y | +80.3% | +195.3% | -115.0% | +24.6% |
| All | +199.5% | +497.9% | -298.4% | +72.6% |
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