-5.6%
MDB vs ZCMD
-100.0%
+94.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.5% |
| 7D | -18.0% | -1.4% | -16.6% | -18.0% |
| 30D | -10.7% | -21.6% | +10.8% | -11.0% |
| 3M | +1.0% | -67.4% | +68.3% | +1.0% |
| 6M | +31.6% | -99.4% | +131.1% | +22.0% |
| YTD | -15.2% | -99.7% | +84.6% | -21.8% |
| 1Y | +10.1% | -99.9% | +110.0% | +0.7% |
| 3Y | -5.6% | -100.0% | +94.3% | -22.7% |
| All | -5.6% | -100.0% | +94.3% | -22.7% |
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