-3.9%
MCD vs ZM
+8.0%
-12.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +11.9% | -8.4% | +20.3% | +11.8% |
| 30D | +20.2% | -1.9% | +22.1% | +20.1% |
| 3M | +5.2% | -10.1% | +15.2% | +5.2% |
| 6M | 0.0% | -13.9% | +13.9% | -0.3% |
| YTD | -6.5% | +6.4% | -12.9% | -7.7% |
| 1Y | -3.9% | +9.6% | -13.5% | -5.9% |
| All | -3.9% | +8.0% | -12.0% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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