+92.6%
MCD vs ZS
+488.9%
-396.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.7% | +0.3% |
| 7D | -2.0% | -9.2% | +7.2% | -1.6% |
| 30D | -6.1% | -4.0% | -2.1% | -6.1% |
| 3M | -7.3% | +25.3% | -32.5% | -8.4% |
| 6M | -20.9% | -1.3% | -19.6% | -21.5% |
| YTD | -14.7% | -28.0% | +13.3% | -14.0% |
| 1Y | -16.1% | -42.5% | +26.4% | -14.5% |
| 3Y | -1.5% | +0.7% | -2.2% | -3.9% |
| 5Y | +20.4% | -42.3% | +62.7% | +18.6% |
| All | +92.6% | +488.9% | -396.3% | +49.8% |
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