-7.8%
MCD vs ZYBT
-58.1%
+50.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | -2.0% | -4.2% | +2.2% | -2.0% |
| 30D | -6.1% | -16.4% | +10.3% | -6.1% |
| 3M | -7.3% | +82.9% | -90.1% | -7.2% |
| 6M | -20.9% | +110.7% | -131.6% | -20.8% |
| YTD | -14.7% | +37.4% | -52.1% | -14.5% |
| 1Y | -16.1% | -80.6% | +64.5% | -15.8% |
| All | -7.8% | -58.1% | +50.3% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling