-31.6%
ZS vs MKC
-18.2%
-13.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | +0.9% |
| 7D | -12.3% | +9.6% | -21.9% | -10.4% |
| 30D | +11.2% | +12.0% | -0.8% | +14.2% |
| 3M | +37.5% | -2.0% | +39.5% | +38.1% |
| 6M | +57.8% | +7.2% | +50.6% | +63.1% |
| YTD | -0.2% | -23.7% | +23.5% | -7.8% |
| 1Y | -31.6% | -18.3% | -13.3% | -36.5% |
| All | -31.6% | -18.2% | -13.4% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling