+22.7%
MCD vs ZS
-42.0%
+64.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | -0.5% |
| 7D | +7.1% | -16.9% | +24.0% | +7.6% |
| 30D | +19.8% | -7.4% | +27.2% | +19.9% |
| 3M | +0.8% | +21.6% | -20.8% | -0.1% |
| 6M | -1.3% | +42.4% | -43.7% | -3.1% |
| YTD | -7.8% | -12.1% | +4.4% | -7.8% |
| 1Y | -5.0% | -37.8% | +32.9% | -3.6% |
| 3Y | +10.5% | +20.9% | -10.4% | +7.6% |
| All | +22.7% | -42.0% | +64.7% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling