+3.0%
MCHP vs ZCMD
-100.0%
+103.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.1% | +10.7% | +3.8% |
| 7D | 0.0% | -5.4% | +5.5% | +0.2% |
| 30D | -6.0% | -24.8% | +18.8% | -5.5% |
| 3M | -19.7% | -62.8% | +43.1% | -20.7% |
| 6M | +14.0% | -99.5% | +113.6% | +17.8% |
| YTD | +18.4% | -99.8% | +118.2% | +22.9% |
| 1Y | +17.1% | -99.9% | +117.0% | +22.1% |
| 3Y | +0.7% | -100.0% | +100.7% | +7.8% |
| All | +3.0% | -100.0% | +103.0% | +5.8% |
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