+43.2%
MCO vs ZCMD
-100.0%
+143.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.1% | +8.7% | +1.7% |
| 7D | -3.8% | -5.4% | +1.7% | -3.7% |
| 30D | -0.4% | -24.8% | +24.4% | -0.3% |
| 3M | +7.7% | -62.8% | +70.5% | +7.4% |
| 6M | +7.0% | -99.5% | +106.5% | +9.0% |
| YTD | -6.4% | -99.8% | +93.4% | -4.0% |
| 1Y | -7.6% | -99.9% | +92.3% | -4.9% |
| 3Y | +43.2% | -100.0% | +143.2% | +48.8% |
| All | +43.2% | -100.0% | +143.2% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling