-58.7%
ZTS vs MPC
+600.5%
-659.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +5.6% | +11.2% | -5.7% | +4.3% |
| 30D | +12.1% | -14.5% | +26.6% | +13.9% |
| 3M | +11.3% | +16.7% | -5.4% | +8.7% |
| 6M | +14.3% | +67.6% | -53.3% | +6.4% |
| YTD | -31.9% | +157.9% | -189.8% | -40.8% |
| 1Y | -29.3% | +116.7% | -145.9% | -36.9% |
| 3Y | -48.0% | +199.8% | -247.8% | -56.4% |
| All | -58.7% | +600.5% | -659.2% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling