+56.5%
MCD vs ZM
+48.4%
+8.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.9% | +0.1% |
| 7D | -2.0% | +1.6% | -3.7% | -2.0% |
| 30D | -6.1% | -7.7% | +1.6% | -6.1% |
| 3M | -7.3% | -4.7% | -2.6% | -7.3% |
| 6M | -20.9% | +24.4% | -45.4% | -21.1% |
| YTD | -14.7% | +11.8% | -26.4% | -14.8% |
| 1Y | -16.1% | +13.4% | -29.5% | -16.3% |
| 3Y | -1.5% | +33.8% | -35.3% | -1.9% |
| 5Y | +20.4% | -67.2% | +87.6% | +15.5% |
| All | +56.5% | +48.4% | +8.1% | +58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling