+92.5%
MCD vs ZS
+517.5%
-425.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -1.3% |
| 7D | -2.8% | -7.8% | +5.0% | -2.5% |
| 30D | -6.0% | +5.0% | -11.1% | -6.3% |
| 3M | -5.6% | +25.5% | -31.1% | -6.8% |
| 6M | -21.9% | +8.7% | -30.6% | -22.8% |
| YTD | -14.7% | -24.5% | +9.8% | -14.2% |
| 1Y | -17.3% | -36.7% | +19.4% | -16.1% |
| 3Y | -2.2% | +7.2% | -9.4% | -4.8% |
| 5Y | +20.3% | -40.9% | +61.2% | +18.4% |
| All | +92.5% | +517.5% | -425.0% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling