+22.9%
MCK vs ZCMD
-99.9%
+122.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.0% | +7.1% | 0.0% |
| 7D | -2.9% | -5.4% | +2.5% | -3.0% |
| 30D | +0.4% | -24.8% | +25.2% | +0.1% |
| 3M | +12.1% | -62.8% | +74.9% | +13.1% |
| 6M | -5.4% | -99.5% | +94.1% | -11.4% |
| YTD | +7.8% | -99.8% | +107.5% | -2.4% |
| 1Y | +22.9% | -99.9% | +122.9% | +10.5% |
| All | +22.9% | -99.9% | +122.8% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling