-35.7%
ZTS vs MP
+240.8%
-276.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -6.0% | -1.9% | -7.7% |
| 7D | +4.9% | -19.0% | +23.9% | +6.0% |
| 30D | +15.9% | -30.5% | +46.4% | +17.9% |
| 3M | +11.1% | -29.6% | +40.7% | +12.8% |
| 6M | -26.0% | -50.4% | +24.4% | -23.7% |
| YTD | -33.3% | -33.2% | -0.1% | -32.7% |
| 1Y | -30.3% | -38.6% | +8.3% | -29.6% |
| 3Y | -47.0% | +105.5% | -152.5% | -53.1% |
| 5Y | -59.7% | -7.8% | -51.9% | -62.7% |
| All | -35.7% | +240.8% | -276.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling