+40.0%
MCD vs ZCMD
-100.0%
+140.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -0.9% |
| 7D | -2.9% | -4.1% | +1.3% | -2.9% |
| 30D | -6.7% | -22.7% | +16.0% | -6.7% |
| 3M | -9.6% | -62.5% | +52.9% | -9.7% |
| 6M | -22.3% | -99.5% | +77.1% | -20.7% |
| YTD | -15.4% | -99.7% | +84.3% | -13.4% |
| 1Y | -16.8% | -99.9% | +83.1% | -14.5% |
| 3Y | -2.4% | -100.0% | +97.6% | +1.7% |
| 5Y | +19.4% | -100.0% | +119.3% | +24.3% |
| All | +40.0% | -100.0% | +140.0% | +47.5% |
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