+55.8%
MCD vs ZCMD
-100.0%
+155.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.3% |
| 7D | +7.3% | -3.0% | +10.3% | +7.3% |
| 30D | +20.0% | -39.5% | +59.5% | +20.1% |
| 3M | +3.8% | -57.8% | +61.6% | +4.0% |
| 6M | +3.8% | -99.7% | +103.4% | +5.9% |
| YTD | -5.9% | -99.9% | +94.0% | -3.5% |
| 1Y | -3.2% | -99.9% | +96.7% | -0.7% |
| 3Y | +13.3% | -100.0% | +113.3% | +17.9% |
| 5Y | +25.2% | -100.0% | +125.2% | +31.2% |
| All | +55.8% | -100.0% | +155.8% | +64.3% |
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