+24.2%
MDT vs ZCMD
-100.0%
+124.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.3% |
| 7D | -1.6% | -2.0% | +0.4% | -1.6% |
| 30D | +1.0% | -19.8% | +20.9% | +1.0% |
| 3M | +15.2% | -62.1% | +77.3% | +15.0% |
| 6M | +3.7% | -99.5% | +103.2% | +6.3% |
| YTD | -3.0% | -99.7% | +96.8% | -0.2% |
| 1Y | +2.5% | -99.9% | +102.4% | +6.0% |
| All | +24.2% | -100.0% | +124.2% | +27.5% |
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