+77.0%
ZTS vs MPC
+1,165.8%
-1,088.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -0.9% | +2.9% |
| 7D | -1.0% | -9.4% | +8.4% | +0.6% |
| 30D | +10.8% | -14.3% | +25.1% | +13.5% |
| 3M | +14.1% | +31.1% | -17.0% | +8.0% |
| 6M | +0.8% | +60.3% | -59.5% | -8.4% |
| YTD | -33.1% | +142.5% | -175.6% | -44.1% |
| 1Y | -30.0% | +104.6% | -134.6% | -39.6% |
| 3Y | -49.5% | +191.7% | -241.2% | -60.0% |
| 5Y | -60.2% | +549.2% | -609.5% | -73.8% |
| 10Y | +77.0% | +1,106.2% | -1,029.2% | -4.0% |
| All | +77.0% | +1,165.8% | -1,088.7% | -4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling