-66.3%
MARA vs ZCMD
-100.0%
+33.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -7.1% | +11.9% | +5.1% |
| 7D | +5.9% | -5.4% | +11.4% | +6.1% |
| 30D | +24.3% | -24.8% | +49.1% | +25.2% |
| 3M | -12.0% | -62.8% | +50.8% | -14.5% |
| 6M | +40.1% | -99.5% | +139.6% | +58.2% |
| YTD | +33.4% | -99.8% | +133.2% | +56.0% |
| 1Y | -23.7% | -99.9% | +76.2% | -7.8% |
| 3Y | +19.0% | -100.0% | +119.0% | +55.3% |
| All | -66.3% | -100.0% | +33.7% | -51.4% |
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