-39.6%
ZS vs MKC
-33.9%
-5.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.5% |
| 7D | -8.1% | -2.8% | -5.2% | -7.8% |
| 30D | -8.4% | -3.4% | -5.1% | -8.2% |
| 3M | +31.1% | +3.8% | +27.3% | +30.7% |
| 6M | +4.4% | -17.9% | +22.3% | +6.5% |
| YTD | -27.3% | -23.6% | -3.7% | -25.5% |
| 1Y | -41.4% | -23.1% | -18.3% | -40.0% |
| 3Y | +1.7% | -31.5% | +33.2% | +4.8% |
| 5Y | -39.6% | -33.1% | -6.5% | -30.5% |
| All | -39.6% | -33.9% | -5.7% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling