+229.1%
META vs ZCMD
-100.0%
+329.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.1% |
| 7D | +3.3% | -3.0% | +6.3% | +3.3% |
| 30D | -10.8% | -39.5% | +28.7% | -10.2% |
| 3M | +7.9% | -57.8% | +65.7% | +8.9% |
| 6M | +5.4% | -99.7% | +105.1% | +11.2% |
| YTD | -2.6% | -99.9% | +97.3% | +3.9% |
| 1Y | +1.9% | -99.9% | +101.8% | +9.1% |
| 3Y | +97.0% | -100.0% | +196.9% | +119.1% |
| 5Y | +97.6% | -100.0% | +197.6% | +123.0% |
| All | +229.1% | -100.0% | +329.1% | +299.8% |
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