+148.5%
MET vs ZCMD
-100.0%
+248.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | +1.1% | -1.4% | +2.5% | +1.2% |
| 30D | -2.3% | -21.6% | +19.3% | -2.2% |
| 3M | +13.9% | -67.4% | +81.2% | +13.2% |
| 6M | +34.8% | -99.4% | +134.2% | +40.8% |
| YTD | +23.5% | -99.7% | +123.3% | +30.8% |
| 1Y | +23.4% | -99.9% | +123.3% | +32.0% |
| 3Y | +64.9% | -100.0% | +164.9% | +84.4% |
| 5Y | +82.0% | -100.0% | +182.0% | +103.3% |
| All | +148.5% | -100.0% | +248.5% | +225.1% |
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