-26.7%
ZTS vs MPC
+122.9%
-149.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -8.1% | +15.6% | +7.1% |
| 7D | +15.4% | -10.9% | +26.3% | +15.0% |
| 30D | +25.8% | -9.4% | +35.2% | +25.3% |
| 3M | +18.1% | +26.0% | -7.9% | +17.0% |
| 6M | -19.7% | +56.5% | -76.3% | -20.1% |
| YTD | -27.5% | +144.3% | -171.8% | -29.9% |
| 1Y | -26.7% | +117.2% | -144.0% | -29.3% |
| All | -26.7% | +122.9% | -149.6% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling