+67.5%
MA vs ZCMD
-100.0%
+167.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.4% |
| 7D | -1.8% | -1.4% | -0.4% | -1.8% |
| 30D | +1.4% | -21.6% | +23.0% | +1.4% |
| 3M | +17.7% | -67.4% | +85.1% | +17.9% |
| 6M | +9.7% | -99.4% | +109.1% | +12.6% |
| YTD | +0.5% | -99.7% | +100.2% | +3.7% |
| 1Y | -2.1% | -99.9% | +97.8% | +1.4% |
| 3Y | +40.1% | -100.0% | +140.1% | +47.3% |
| 5Y | +67.5% | -100.0% | +167.5% | +72.3% |
| All | +67.5% | -100.0% | +167.5% | +72.3% |
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