+3.0%
MDT vs ZCMD
-100.0%
+102.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | +0.4% | -1.4% | +1.8% | +0.4% |
| 30D | +6.0% | -21.6% | +27.6% | +6.1% |
| 3M | +15.5% | -67.4% | +82.9% | +15.2% |
| 6M | +3.4% | -99.4% | +102.8% | +7.1% |
| YTD | -2.2% | -99.7% | +97.6% | +2.2% |
| 1Y | +2.6% | -99.9% | +102.5% | +8.2% |
| 3Y | +27.5% | -100.0% | +127.5% | +38.4% |
| 5Y | -20.1% | -100.0% | +79.9% | -13.1% |
| All | +3.0% | -100.0% | +102.9% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling