+92.9%
MCO vs ZCMD
-100.0%
+192.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.0% | +8.7% | +1.7% |
| 7D | -3.8% | -5.4% | +1.6% | -3.7% |
| 30D | -0.4% | -24.8% | +24.4% | -0.2% |
| 3M | +7.7% | -62.8% | +70.5% | +7.0% |
| 6M | +7.0% | -99.5% | +106.5% | +11.5% |
| YTD | -6.4% | -99.8% | +93.4% | -1.4% |
| 1Y | -7.6% | -99.9% | +92.3% | -1.5% |
| 3Y | +43.2% | -100.0% | +143.2% | +58.6% |
| 5Y | +29.6% | -100.0% | +129.6% | +43.9% |
| All | +92.9% | -100.0% | +192.9% | +149.6% |
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