-59.1%
ZTS vs MTUM
+114.7%
-173.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | -3.7% | +0.7% | -4.5% | -3.9% |
| 30D | -0.8% | -2.4% | +1.7% | -0.4% |
| 3M | -9.7% | -3.6% | -6.1% | -9.7% |
| 6M | -38.4% | +23.7% | -62.1% | -43.7% |
| YTD | -41.1% | +22.9% | -64.0% | -46.2% |
| 1Y | -50.6% | +21.8% | -72.4% | -54.8% |
| 3Y | -59.1% | +114.4% | -173.6% | -73.1% |
| All | -59.1% | +114.7% | -173.9% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 3y: compounded portfolio wealth divided by compounded MTUM 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…
3y analysis · Full analysis span regression · 6 months rolling