+18.0%
MGY vs ZCMD
-99.9%
+117.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.0% | +7.2% | +0.2% |
| 7D | +3.5% | -5.4% | +9.0% | +3.6% |
| 30D | +5.3% | -24.8% | +30.0% | +5.4% |
| 3M | +2.6% | -62.8% | +65.4% | +2.8% |
| 6M | -3.3% | -99.5% | +96.2% | -0.1% |
| YTD | +29.2% | -99.8% | +129.0% | +34.4% |
| 1Y | +18.0% | -99.9% | +117.9% | +24.2% |
| All | +18.0% | -99.9% | +117.9% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling