-26.7%
ZTS vs MXL
+276.5%
-303.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -11.1% | +18.6% | +6.8% |
| 7D | +15.4% | -24.3% | +39.8% | +13.9% |
| 30D | +25.8% | -46.1% | +71.9% | +22.6% |
| 3M | +18.1% | -21.8% | +39.9% | +17.5% |
| 6M | -19.7% | -27.2% | +7.5% | -20.4% |
| YTD | -27.5% | +226.2% | -253.7% | -31.5% |
| 1Y | -26.7% | +297.0% | -323.7% | -31.7% |
| All | -26.7% | +276.5% | -303.2% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling