+398.6%
ZS vs MKC
+11.5%
+387.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -3.1% | -1.5% | -1.6% | -2.7% |
| 30D | -7.2% | -3.1% | -4.1% | -6.5% |
| 3M | +30.5% | +5.2% | +25.3% | +28.7% |
| 6M | +7.0% | -12.8% | +19.8% | +10.3% |
| YTD | -26.8% | -23.3% | -3.6% | -22.4% |
| 1Y | -42.6% | -24.1% | -18.5% | -39.1% |
| 3Y | -0.3% | -32.1% | +31.8% | +7.8% |
| 5Y | -39.2% | -32.8% | -6.4% | -35.7% |
| All | +398.6% | +11.5% | +387.1% | +320.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling