-3.9%
MCD vs ZYBT
-42.3%
+38.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.2% | +4.3% | +6.5% |
| 7D | +11.9% | -3.5% | +15.4% | +11.9% |
| 30D | +20.2% | +15.1% | +5.1% | +20.2% |
| 3M | +5.2% | +7.0% | -1.9% | +5.2% |
| 6M | 0.0% | +37.7% | -37.7% | -0.3% |
| YTD | -6.5% | +19.1% | -25.6% | -5.2% |
| 1Y | -3.9% | -38.3% | +34.4% | -1.9% |
| All | -3.9% | -42.3% | +38.4% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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