-24.5%
MDB vs ZCMD
-100.0%
+75.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | +0.7% |
| 7D | -4.5% | -4.1% | -0.4% | -4.6% |
| 30D | -14.0% | -22.7% | +8.7% | -14.1% |
| 3M | +5.3% | -62.5% | +67.8% | +5.5% |
| 6M | +31.9% | -99.5% | +131.3% | +26.9% |
| YTD | -14.6% | -99.7% | +85.1% | -17.5% |
| 1Y | +8.2% | -99.9% | +108.1% | +5.0% |
| 3Y | -5.0% | -100.0% | +95.0% | -2.5% |
| 5Y | -24.5% | -100.0% | +75.5% | -18.6% |
| All | -24.5% | -100.0% | +75.5% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling