+200.7%
ZTS vs MUB
+32.7%
+168.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | -0.6% | +0.6% | -1.3% | -1.3% |
| 30D | +11.0% | +3.4% | +7.5% | +7.3% |
| 3M | +10.9% | -0.7% | +11.6% | +11.7% |
| 6M | +0.9% | -1.0% | +1.9% | +1.9% |
| YTD | -33.0% | 0.0% | -33.0% | -32.9% |
| 1Y | -29.6% | +0.4% | -30.0% | -29.8% |
| 3Y | -49.0% | +10.5% | -59.5% | -53.7% |
| 5Y | -59.5% | +3.1% | -62.6% | -61.1% |
| 10Y | +77.0% | +22.0% | +55.0% | +67.3% |
| All | +200.7% | +32.7% | +168.0% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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