+56.4%
MCD vs ZM
+55.9%
+0.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -1.5% |
| 7D | -2.8% | +2.9% | -5.8% | -2.8% |
| 30D | -6.0% | +0.7% | -6.7% | -6.0% |
| 3M | -5.6% | -3.7% | -1.9% | -5.6% |
| 6M | -21.9% | +29.9% | -51.7% | -22.1% |
| YTD | -14.7% | +17.4% | -32.1% | -14.9% |
| 1Y | -17.3% | +22.4% | -39.7% | -17.5% |
| 3Y | -2.2% | +41.3% | -43.4% | -2.6% |
| 5Y | +20.3% | -66.0% | +86.3% | +15.2% |
| All | +56.4% | +55.9% | +0.5% | +58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling