+112.4%
MCD vs ZS
+608.8%
-496.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.3% | +0.4% |
| 7D | +7.3% | -13.4% | +20.7% | +7.9% |
| 30D | +20.0% | -16.6% | +36.6% | +20.8% |
| 3M | +3.8% | +10.3% | -6.5% | +3.0% |
| 6M | +3.8% | +28.1% | -24.4% | +1.6% |
| YTD | -5.9% | -13.3% | +7.5% | -6.2% |
| 1Y | -3.2% | -40.7% | +37.5% | -1.5% |
| 3Y | +13.3% | +11.4% | +1.9% | +9.9% |
| 5Y | +25.2% | -42.2% | +67.4% | +23.6% |
| All | +112.4% | +608.8% | -496.4% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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