+317.6%
MGY vs ZCMD
-100.0%
+417.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.3% |
| 7D | +1.8% | -2.0% | +3.8% | +1.8% |
| 30D | +6.5% | -19.8% | +26.3% | +6.7% |
| 3M | +0.3% | -62.1% | +62.4% | -0.6% |
| 6M | -2.4% | -99.5% | +97.1% | +3.4% |
| YTD | +29.0% | -99.7% | +128.7% | +38.5% |
| 1Y | +17.0% | -99.9% | +116.9% | +27.9% |
| 3Y | +26.2% | -100.0% | +126.1% | +47.5% |
| 5Y | +92.3% | -100.0% | +192.3% | +126.1% |
| All | +317.6% | -100.0% | +417.6% | +556.6% |
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