+201.1%
ZTS vs MTB
+210.6%
-9.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -7.4% | -2.0% | -5.5% | -6.9% |
| 30D | +9.9% | +0.1% | +9.8% | +9.9% |
| 3M | +10.3% | -12.1% | +22.4% | +14.0% |
| 6M | +9.2% | +7.3% | +1.9% | +7.1% |
| YTD | -32.9% | +11.5% | -44.4% | -34.7% |
| 1Y | -29.7% | +21.3% | -51.0% | -33.0% |
| 3Y | -49.0% | +104.1% | -153.1% | -57.9% |
| 5Y | -59.3% | +61.8% | -121.1% | -65.1% |
| 10Y | +78.9% | +115.4% | -36.4% | +28.4% |
| All | +201.1% | +210.6% | -9.4% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling