-3.5%
MCD vs Z
-58.2%
+54.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | +1.3% |
| 7D | +5.9% | -5.2% | +11.1% | +6.5% |
| 30D | +19.6% | +5.7% | +13.9% | +18.8% |
| 3M | +3.3% | -8.7% | +12.0% | +3.6% |
| 6M | +3.5% | -26.0% | +29.5% | +4.3% |
| YTD | -6.1% | -55.0% | +48.9% | -2.1% |
| All | -3.5% | -58.2% | +54.8% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling