+21.6%
MCD vs Z
-64.8%
+86.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.4% |
| 7D | -2.8% | -3.0% | +0.2% | -2.7% |
| 30D | -6.0% | -4.2% | -1.8% | -5.9% |
| 3M | -5.6% | -3.7% | -1.9% | -5.6% |
| 6M | -21.9% | -24.5% | +2.7% | -20.9% |
| YTD | -14.7% | -49.3% | +34.6% | -11.9% |
| 1Y | -17.3% | -58.7% | +41.4% | -13.7% |
| 3Y | -2.2% | -34.1% | +32.0% | -1.1% |
| All | +21.6% | -64.8% | +86.4% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling