-35.4%
ZTS vs MP
+268.3%
-303.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.0% | +0.9% | +3.7% |
| 7D | -0.6% | -3.6% | +3.0% | -0.5% |
| 30D | +11.0% | -21.0% | +32.0% | +12.2% |
| 3M | +10.9% | -33.3% | +44.2% | +13.0% |
| 6M | +0.9% | -45.9% | +46.9% | +3.6% |
| YTD | -33.0% | -27.8% | -5.2% | -32.6% |
| 1Y | -29.6% | -43.2% | +13.6% | -28.4% |
| 3Y | -49.0% | +144.0% | -193.1% | -55.4% |
| 5Y | -59.5% | -6.1% | -53.4% | -62.7% |
| All | -35.4% | +268.3% | -303.7% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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