+166.5%
ZTS vs MXL
+1,171.5%
-1,005.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.0% | -9.0% | -3.5% |
| 7D | -4.8% | +15.5% | -20.2% | -6.0% |
| 30D | +1.2% | -11.3% | +12.5% | +1.8% |
| 3M | -6.0% | -16.1% | +10.1% | -7.3% |
| 6M | -38.7% | +323.0% | -361.8% | -52.7% |
| YTD | -40.6% | +281.5% | -322.1% | -53.7% |
| 1Y | -50.6% | +319.3% | -369.9% | -62.2% |
| 3Y | -58.7% | +189.4% | -248.1% | -69.4% |
| 5Y | -62.8% | +26.0% | -88.8% | -69.9% |
| 10Y | +56.2% | +243.5% | -187.3% | -1.1% |
| All | +166.5% | +1,171.5% | -1,005.0% | +50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling