+177.5%
MAR vs ZCMD
-100.0%
+277.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.3% |
| 7D | -1.7% | -1.4% | -0.3% | -1.7% |
| 30D | -6.9% | -21.6% | +14.7% | -6.8% |
| 3M | -15.8% | -67.4% | +51.5% | -16.3% |
| 6M | +1.9% | -99.4% | +101.4% | +4.5% |
| YTD | +6.6% | -99.7% | +106.4% | +10.0% |
| 1Y | +23.7% | -99.9% | +123.6% | +28.4% |
| 3Y | +64.6% | -100.0% | +164.6% | +76.1% |
| 5Y | +156.4% | -100.0% | +256.4% | +174.1% |
| All | +177.5% | -100.0% | +277.5% | +200.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling