+22.6%
MCD vs Z
-54.7%
+77.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | -0.3% |
| 7D | -1.6% | -4.9% | +3.3% | -1.2% |
| 30D | +16.0% | +3.0% | +13.1% | +15.7% |
| 3M | 0.0% | -13.4% | +13.4% | +0.7% |
| 6M | +0.9% | -27.3% | +28.3% | +2.7% |
| YTD | -8.7% | -57.8% | +49.1% | -4.3% |
| 1Y | -8.6% | -60.0% | +51.5% | -3.9% |
| 3Y | +9.9% | -21.5% | +31.4% | +10.1% |
| 5Y | +22.6% | -55.0% | +77.6% | +23.6% |
| All | +22.6% | -54.7% | +77.4% | +23.6% |
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