+89.6%
MA vs ZCMD
-100.0%
+189.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.5% |
| 7D | +1.8% | -3.0% | +4.8% | +1.8% |
| 30D | +11.8% | -39.5% | +51.3% | +11.8% |
| 3M | +17.2% | -57.8% | +75.0% | +17.2% |
| 6M | +33.4% | -99.7% | +133.1% | +36.9% |
| YTD | +16.1% | -99.9% | +116.0% | +19.8% |
| 1Y | +19.9% | -99.9% | +119.8% | +23.9% |
| 3Y | +70.1% | -100.0% | +170.1% | +78.6% |
| 5Y | +89.6% | -100.0% | +189.6% | +98.0% |
| All | +89.6% | -100.0% | +189.6% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling