+82.7%
MET vs ZCMD
-100.0%
+182.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.0% | +7.4% | +0.4% |
| 7D | -0.5% | -5.4% | +4.9% | -0.5% |
| 30D | +0.5% | -24.8% | +25.3% | +0.6% |
| 3M | +11.6% | -62.8% | +74.4% | +11.2% |
| 6M | +40.8% | -99.5% | +140.3% | +43.9% |
| YTD | +25.7% | -99.8% | +125.4% | +29.0% |
| 1Y | +24.4% | -99.9% | +124.3% | +27.8% |
| 3Y | +67.5% | -100.0% | +167.5% | +72.8% |
| All | +82.7% | -100.0% | +182.7% | +82.3% |
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