+503.2%
ZS vs MLM
+173.2%
+329.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -0.1% |
| 7D | -11.1% | -3.8% | -7.2% | -9.8% |
| 30D | -14.8% | +11.0% | -25.8% | -18.0% |
| 3M | +18.0% | -3.1% | +21.0% | +18.8% |
| 6M | +30.8% | -9.8% | +40.6% | +33.5% |
| YTD | -11.5% | -14.4% | +2.9% | -9.1% |
| 1Y | -37.8% | -12.6% | -25.2% | -36.6% |
| 3Y | +16.6% | +19.7% | -3.1% | +4.3% |
| 5Y | -43.6% | +29.8% | -73.3% | -52.1% |
| All | +503.2% | +173.2% | +329.9% | +341.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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