-16.1%
MCD vs ZS
-41.1%
+25.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.7% | -0.1% |
| 7D | -2.0% | -9.2% | +7.2% | -2.3% |
| 30D | -6.1% | -4.0% | -2.1% | -6.2% |
| 3M | -7.3% | +25.3% | -32.5% | -6.6% |
| 6M | -20.9% | -1.3% | -19.6% | -20.8% |
| YTD | -14.7% | -28.0% | +13.3% | -15.5% |
| 1Y | -16.1% | -42.5% | +26.4% | -18.4% |
| All | -16.1% | -41.1% | +25.0% | -18.4% |
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 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