+414.5%
ZS vs MLM
+164.9%
+249.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.9% |
| 7D | -7.8% | -2.9% | -4.9% | -6.9% |
| 30D | +5.0% | -6.8% | +11.9% | +7.6% |
| 3M | +25.5% | -11.2% | +36.8% | +30.1% |
| 6M | +8.7% | -21.8% | +30.5% | +16.7% |
| YTD | -24.5% | -17.0% | -7.5% | -21.3% |
| 1Y | -36.7% | -16.4% | -20.3% | -34.3% |
| 3Y | +7.2% | +14.5% | -7.3% | -2.4% |
| 5Y | -40.9% | +41.7% | -82.7% | -50.1% |
| All | +414.5% | +164.9% | +249.7% | +281.7% |
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