-44.3%
ZS vs MLM
+25.7%
-70.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -2.6% | -0.9% | -1.7% | -2.2% |
| 30D | -12.8% | +9.0% | -21.9% | -17.5% |
| 3M | +2.3% | -5.6% | +7.8% | +4.9% |
| 6M | +26.3% | -10.7% | +36.9% | +30.8% |
| YTD | -14.4% | -17.2% | +2.7% | -9.4% |
| 1Y | -37.6% | -14.2% | -23.4% | -35.9% |
| 3Y | +8.0% | +15.6% | -7.6% | -19.0% |
| All | -44.3% | +25.7% | -70.0% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling