+516.7%
MCK vs ZS
+498.3%
+18.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | +0.1% |
| 7D | -2.9% | -3.1% | +0.2% | -2.8% |
| 30D | +0.4% | -7.2% | +7.6% | +0.6% |
| 3M | +12.1% | +30.5% | -18.4% | +11.1% |
| 6M | -5.4% | +7.0% | -12.4% | -6.1% |
| YTD | +7.8% | -26.8% | +34.6% | +8.3% |
| 1Y | +22.9% | -42.6% | +65.5% | +24.6% |
| 3Y | +110.7% | -0.3% | +111.0% | +107.8% |
| 5Y | +346.2% | -39.2% | +385.4% | +343.5% |
| All | +516.7% | +498.3% | +18.4% | +373.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling