+9.7%
MCD vs Z
-19.0%
+28.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.8% |
| 7D | -1.9% | -13.1% | +11.1% | -0.7% |
| 30D | +16.6% | +5.9% | +10.8% | +16.0% |
| 3M | +0.9% | -13.7% | +14.6% | +1.8% |
| 6M | +1.5% | -27.1% | +28.6% | +3.3% |
| YTD | -8.3% | -56.8% | +48.5% | -3.4% |
| 1Y | -8.1% | -60.2% | +52.1% | -2.7% |
| All | +9.7% | -19.0% | +28.8% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling