+1.4%
MDT vs ZCMD
-100.0%
+101.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.1% | +6.3% | -0.7% |
| 7D | -3.4% | -5.4% | +2.0% | -3.4% |
| 30D | +0.2% | -24.8% | +25.0% | +0.3% |
| 3M | +14.3% | -62.8% | +77.0% | +13.7% |
| 6M | +4.0% | -99.5% | +103.5% | +8.0% |
| YTD | -3.7% | -99.8% | +96.1% | +0.7% |
| 1Y | -0.4% | -99.9% | +99.6% | +5.3% |
| 3Y | +23.3% | -100.0% | +123.3% | +33.9% |
| 5Y | -18.9% | -100.0% | +81.1% | -11.7% |
| All | +1.4% | -100.0% | +101.4% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling