+20.4%
MCD vs ZCMD
-100.0%
+120.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -2.0% | -1.4% | -0.6% | -2.0% |
| 30D | -6.1% | -21.6% | +15.4% | -6.1% |
| 3M | -7.3% | -67.4% | +60.1% | -7.1% |
| 6M | -20.9% | -99.4% | +78.5% | -20.3% |
| YTD | -14.7% | -99.7% | +85.1% | -14.0% |
| 1Y | -16.1% | -99.9% | +83.8% | -15.5% |
| 3Y | -1.5% | -100.0% | +98.5% | -2.2% |
| 5Y | +20.4% | -100.0% | +120.4% | +17.7% |
| All | +20.4% | -100.0% | +120.4% | +17.7% |
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