+94.5%
MA vs ZCMD
-100.0%
+194.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -0.6% |
| 7D | -3.5% | -4.1% | +0.6% | -3.5% |
| 30D | +0.8% | -22.7% | +23.5% | +0.8% |
| 3M | +14.8% | -62.5% | +77.3% | +14.6% |
| 6M | +10.0% | -99.5% | +109.4% | +14.0% |
| YTD | -0.1% | -99.7% | +99.6% | +4.3% |
| 1Y | -2.2% | -99.9% | +97.7% | +2.9% |
| 3Y | +39.3% | -100.0% | +139.3% | +50.7% |
| 5Y | +66.3% | -100.0% | +166.3% | +79.7% |
| All | +94.5% | -100.0% | +194.5% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling