-3.2%
MCD vs ZS
-39.8%
+36.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.3% | +0.2% |
| 7D | +7.3% | -13.4% | +20.7% | +6.9% |
| 30D | +20.0% | -16.6% | +36.6% | +19.4% |
| 3M | +3.8% | +10.3% | -6.5% | +3.9% |
| 6M | +3.8% | +28.1% | -24.4% | +4.5% |
| YTD | -5.9% | -13.3% | +7.5% | -5.4% |
| 1Y | -3.2% | -40.7% | +37.5% | -1.6% |
| All | -3.2% | -39.8% | +36.6% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling