+55.7%
ZTS vs MXL
+313.4%
-257.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.5% | -7.4% | -0.5% |
| 7D | -3.7% | +18.9% | -22.6% | -5.3% |
| 30D | -0.8% | +0.3% | -1.1% | -1.2% |
| 3M | -9.7% | -8.0% | -1.7% | -11.6% |
| 6M | -38.4% | +341.2% | -379.6% | -53.3% |
| YTD | -41.1% | +327.8% | -368.9% | -55.3% |
| 1Y | -50.6% | +364.9% | -415.5% | -63.3% |
| 3Y | -59.1% | +229.2% | -288.4% | -70.8% |
| 5Y | -62.7% | +42.8% | -105.5% | -70.5% |
| All | +55.7% | +313.4% | -257.6% | -14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling