+174.6%
ZTS vs MTB
+238.3%
-63.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.0% | +1.7% | -3.7% | -2.4% |
| 30D | +1.9% | -4.2% | +6.1% | +3.0% |
| 3M | -4.0% | +8.9% | -12.9% | -6.2% |
| 6M | -39.1% | +10.9% | -50.0% | -40.7% |
| YTD | -38.8% | +21.5% | -60.3% | -41.8% |
| 1Y | -49.6% | +21.9% | -71.5% | -52.1% |
| 3Y | -59.0% | +109.2% | -168.2% | -66.4% |
| 5Y | -61.8% | +102.0% | -163.7% | -69.2% |
| 10Y | +61.4% | +171.9% | -110.5% | +6.8% |
| All | +174.6% | +238.3% | -63.7% | +67.3% |
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 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