+13.4%
MMM vs ZS
+517.5%
-504.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.4% |
| 7D | -3.3% | -7.8% | +4.5% | -2.8% |
| 30D | -7.0% | +5.0% | -12.1% | -7.4% |
| 3M | +10.8% | +25.5% | -14.7% | +9.0% |
| 6M | +5.8% | +8.7% | -2.9% | +4.1% |
| YTD | +6.8% | -24.5% | +31.3% | +7.6% |
| 1Y | +10.4% | -36.7% | +47.1% | +12.6% |
| 3Y | +104.7% | +7.2% | +97.5% | +99.6% |
| 5Y | +23.6% | -40.9% | +64.5% | +20.9% |
| All | +13.4% | +517.5% | -504.1% | -12.5% |
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