+95.1%
META vs ZCMD
-100.0%
+195.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.8% |
| 7D | -0.8% | -4.4% | +3.6% | -0.7% |
| 30D | -15.4% | -43.0% | +27.6% | -15.0% |
| 3M | +3.5% | -54.9% | +58.4% | +4.2% |
| 6M | -0.3% | -99.8% | +99.5% | +4.1% |
| YTD | -7.3% | -99.9% | +92.5% | -3.1% |
| 1Y | -1.1% | -99.9% | +98.8% | +3.6% |
| 3Y | +95.1% | -100.0% | +195.1% | +104.7% |
| All | +95.1% | -100.0% | +195.1% | +104.7% |
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