+3.0%
MCHP vs ZS
-38.5%
+41.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.0% | +3.5% |
| 7D | 0.0% | -3.1% | +3.1% | +0.8% |
| 30D | -6.0% | -7.2% | +1.2% | -4.6% |
| 3M | -19.7% | +30.5% | -50.2% | -25.9% |
| 6M | +14.0% | +7.0% | +7.1% | +6.1% |
| YTD | +18.4% | -26.8% | +45.3% | +22.8% |
| 1Y | +17.1% | -42.6% | +59.7% | +30.8% |
| 3Y | +0.7% | -0.3% | +1.0% | -8.9% |
| All | +3.0% | -38.5% | +41.5% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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