-62.4%
ZTS vs MTB
+103.4%
-165.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -3.8% | +1.1% | -4.8% | -4.0% |
| 30D | -2.0% | -4.6% | +2.6% | -0.9% |
| 3M | -10.2% | +6.3% | -16.5% | -11.7% |
| 6M | -39.4% | +15.6% | -55.0% | -41.5% |
| YTD | -40.8% | +20.6% | -61.4% | -43.4% |
| 1Y | -50.1% | +22.5% | -72.7% | -52.5% |
| 3Y | -58.9% | +114.4% | -173.3% | -65.8% |
| 5Y | -62.4% | +101.9% | -164.2% | -66.3% |
| All | -62.4% | +103.4% | -165.8% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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