+25.2%
MCD vs ZM
-64.9%
+90.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.3% | +1.7% |
| 7D | +5.9% | -0.3% | +6.2% | +6.0% |
| 30D | +19.6% | -6.2% | +25.8% | +20.0% |
| 3M | +3.3% | -12.2% | +15.5% | +3.9% |
| 6M | +3.5% | -16.0% | +19.5% | +4.2% |
| YTD | -6.1% | +6.3% | -12.4% | -7.3% |
| 1Y | -3.7% | +12.3% | -15.9% | -5.3% |
| 3Y | +13.4% | +51.2% | -37.9% | +8.1% |
| 5Y | +25.2% | -64.5% | +89.7% | +18.9% |
| All | +25.2% | -64.9% | +90.0% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling