+26.9%
MMM vs ZS
+623.8%
-596.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +5.8% | -11.1% | +16.8% | +6.5% |
| 30D | +17.9% | -14.8% | +32.8% | +18.9% |
| 3M | +3.6% | +18.0% | -14.4% | +2.1% |
| 6M | +32.9% | +30.8% | +2.1% | +29.2% |
| YTD | +19.5% | -11.5% | +31.0% | +18.9% |
| 1Y | +16.5% | -37.8% | +54.3% | +19.0% |
| 3Y | +167.2% | +16.6% | +150.5% | +158.5% |
| 5Y | +48.2% | -43.6% | +91.8% | +44.8% |
| All | +26.9% | +623.8% | -596.9% | -3.3% |
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