-3.5%
MCD vs ZM
+12.0%
-15.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +19.5% |
| 3M | +3.3% | -12.2% | +15.5% | +3.3% |
| 6M | +3.5% | -16.0% | +19.5% | +3.2% |
| YTD | -6.1% | +6.3% | -12.4% | -7.2% |
| All | -3.5% | +12.0% | -15.5% | -5.5% |
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