+153.6%
ZTS vs MTUM
+609.5%
-455.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | -3.8% | +4.1% | -7.9% | -6.2% |
| 30D | -2.0% | +0.6% | -2.7% | -2.8% |
| 3M | -10.2% | -0.6% | -9.6% | -12.0% |
| 6M | -39.4% | +25.3% | -64.8% | -50.0% |
| YTD | -40.8% | +23.8% | -64.6% | -51.0% |
| 1Y | -50.1% | +25.4% | -75.5% | -59.1% |
| 3Y | -58.9% | +117.3% | -176.2% | -78.6% |
| 5Y | -62.4% | +79.7% | -142.0% | -77.5% |
| 10Y | +58.8% | +359.6% | -300.8% | -58.1% |
| All | +153.6% | +609.5% | -455.9% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling