+240.1%
MCD vs Z
+25.1%
+215.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.3% |
| 7D | -2.8% | -3.0% | +0.2% | -2.6% |
| 30D | -6.0% | -4.2% | -1.8% | -5.8% |
| 3M | -5.6% | -3.7% | -1.9% | -5.5% |
| 6M | -21.9% | -24.5% | +2.7% | -20.2% |
| YTD | -14.7% | -49.3% | +34.6% | -9.8% |
| 1Y | -17.3% | -58.7% | +41.4% | -11.0% |
| 3Y | -2.2% | -34.1% | +32.0% | -1.2% |
| 5Y | +20.3% | -64.5% | +84.8% | +25.6% |
| 10Y | +180.7% | -0.5% | +181.2% | +139.5% |
| All | +240.1% | +25.1% | +215.0% | +182.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling