-36.7%
ZS vs MKC
-23.4%
-13.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.6% |
| 7D | -7.8% | -5.9% | -2.0% | -8.5% |
| 30D | +5.0% | -0.9% | +5.9% | +5.0% |
| 3M | +25.5% | +12.7% | +12.8% | +29.5% |
| 6M | +8.7% | -19.3% | +28.0% | +4.0% |
| YTD | -24.5% | -22.2% | -2.4% | -28.1% |
| 1Y | -36.7% | -23.3% | -13.4% | -39.0% |
| All | -36.7% | -23.4% | -13.3% | -39.0% |
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