+73.6%
MCHP vs ZCMD
-100.0%
+173.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.1% | +10.7% | +3.9% |
| 7D | 0.0% | -5.4% | +5.5% | +0.2% |
| 30D | -6.0% | -24.8% | +18.8% | -5.3% |
| 3M | -19.7% | -62.8% | +43.1% | -21.4% |
| 6M | +14.0% | -99.5% | +113.6% | +24.5% |
| YTD | +18.4% | -99.8% | +118.2% | +31.7% |
| 1Y | +17.1% | -99.9% | +117.0% | +33.6% |
| 3Y | +0.7% | -100.0% | +100.7% | +26.8% |
| 5Y | +5.1% | -100.0% | +105.1% | +32.2% |
| All | +73.6% | -100.0% | +173.6% | +181.4% |
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