-62.8%
ZTS vs MXL
+29.7%
-92.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.5% |
| 7D | -4.5% | +16.6% | -21.1% | -5.2% |
| 30D | -3.3% | +0.5% | -3.8% | -3.6% |
| 3M | -9.7% | -3.6% | -6.1% | -11.4% |
| 6M | -38.8% | +328.0% | -366.9% | -49.8% |
| YTD | -41.2% | +297.8% | -339.0% | -51.5% |
| 1Y | -50.3% | +339.4% | -389.7% | -59.7% |
| 3Y | -59.1% | +201.7% | -260.9% | -67.8% |
| 5Y | -62.8% | +32.8% | -95.5% | -67.0% |
| All | -62.8% | +29.7% | -92.5% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling