+19.9%
MDT vs ZCMD
-99.9%
+119.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.0% | +9.2% | +6.1% |
| 7D | +10.7% | -13.3% | +24.1% | +10.7% |
| 30D | +19.3% | -49.6% | +68.9% | +19.0% |
| 3M | +22.8% | -54.6% | +77.4% | +22.5% |
| 6M | +36.4% | -99.8% | +136.1% | +41.4% |
| YTD | +12.1% | -99.9% | +111.9% | +15.9% |
| 1Y | +19.9% | -99.9% | +119.8% | +27.7% |
| All | +19.9% | -99.9% | +119.8% | +27.7% |
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 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