+72.1%
MCD vs ZM
+41.1%
+31.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.3% | +1.8% |
| 7D | +5.9% | -0.3% | +6.2% | +5.9% |
| 30D | +19.6% | -6.2% | +25.8% | +19.7% |
| 3M | +3.3% | -12.2% | +15.5% | +3.3% |
| 6M | +3.5% | -16.0% | +19.5% | +3.5% |
| YTD | -6.1% | +6.3% | -12.4% | -6.3% |
| 1Y | -3.7% | +12.3% | -15.9% | -3.9% |
| 3Y | +13.4% | +51.2% | -37.9% | +13.0% |
| 5Y | +25.2% | -64.5% | +89.7% | +20.5% |
| All | +72.1% | +41.1% | +31.0% | +74.6% |
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