+11.6%
MDB vs ZCMD
-99.9%
+111.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.3% |
| 7D | -2.8% | -2.0% | -0.7% | -2.8% |
| 30D | -14.9% | -19.8% | +4.9% | -15.1% |
| 3M | +7.3% | -62.1% | +69.4% | +6.5% |
| 6M | +38.2% | -99.5% | +137.7% | +16.9% |
| YTD | -10.9% | -99.7% | +88.8% | -24.3% |
| 1Y | +11.6% | -99.9% | +111.5% | -7.4% |
| All | +11.6% | -99.9% | +111.5% | -7.4% |
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 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