+50.2%
MCD vs ZCMD
-100.0%
+150.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.6% |
| 7D | -1.6% | -7.7% | +6.0% | -1.6% |
| 30D | +14.1% | -34.8% | +48.9% | +14.2% |
| 3M | +0.6% | -56.3% | +56.9% | +0.8% |
| 6M | 0.0% | -99.7% | +99.7% | +2.1% |
| YTD | -9.3% | -99.9% | +90.6% | -7.0% |
| 1Y | -9.3% | -99.9% | +90.6% | -6.9% |
| 3Y | +8.6% | -100.0% | +108.6% | +13.0% |
| 5Y | +21.9% | -100.0% | +121.9% | +27.6% |
| All | +50.2% | -100.0% | +150.2% | +58.4% |
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 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