+182.5%
MAR vs ZCMD
-100.0%
+282.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.1% | +8.8% | +1.8% |
| 7D | -0.5% | -5.4% | +4.9% | -0.5% |
| 30D | -5.4% | -24.8% | +19.4% | -5.2% |
| 3M | -15.5% | -62.8% | +47.3% | -16.1% |
| 6M | +3.0% | -99.5% | +102.5% | +5.7% |
| YTD | +8.5% | -99.8% | +108.3% | +12.0% |
| 1Y | +26.0% | -99.9% | +125.9% | +30.9% |
| 3Y | +68.6% | -100.0% | +168.6% | +80.5% |
| 5Y | +157.4% | -100.0% | +257.4% | +175.6% |
| All | +182.5% | -100.0% | +282.5% | +205.8% |
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