+499.0%
ZS vs MLM
+166.6%
+332.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.2% | -2.4% |
| 7D | -16.9% | -4.1% | -12.8% | -15.6% |
| 30D | -7.4% | +8.2% | -15.6% | -10.1% |
| 3M | +21.6% | -3.6% | +25.1% | +22.6% |
| 6M | +42.4% | -15.6% | +57.9% | +48.7% |
| YTD | -12.1% | -16.4% | +4.3% | -8.9% |
| 1Y | -37.8% | -14.3% | -23.5% | -36.2% |
| 3Y | +20.9% | +19.3% | +1.6% | +8.2% |
| 5Y | -41.6% | +29.6% | -71.2% | -50.2% |
| All | +499.0% | +166.6% | +332.3% | +341.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling