+62.8%
META vs ZCMD
-100.0%
+162.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.0% |
| 7D | +6.7% | -8.0% | +14.7% | +6.8% |
| 30D | +4.8% | -27.9% | +32.6% | +5.0% |
| 3M | -1.6% | -74.6% | +73.0% | -2.0% |
| 6M | -7.5% | -99.5% | +92.0% | -4.3% |
| YTD | -6.4% | -99.7% | +93.3% | -2.5% |
| 1Y | -17.3% | -99.9% | +82.5% | -13.7% |
| 3Y | +109.9% | -100.0% | +209.9% | +122.7% |
| All | +62.8% | -100.0% | +162.8% | +74.4% |
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