-17.0%
MDLN vs ZS
-28.6%
+11.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -1.9% |
| 7D | -6.2% | -3.8% | -2.4% | -6.1% |
| 30D | +0.7% | -6.0% | +6.7% | +0.9% |
| 3M | -5.4% | +32.0% | -37.4% | -5.8% |
| 6M | -21.6% | +2.1% | -23.7% | -21.8% |
| YTD | -18.9% | -26.2% | +7.2% | -15.2% |
| All | -17.0% | -28.6% | +11.7% | -13.1% |
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