-32.5%
MKC vs ZCMD
-100.0%
+67.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.1% | +7.5% | +0.4% |
| 7D | -1.5% | -5.4% | +4.0% | -1.5% |
| 30D | -3.1% | -24.8% | +21.7% | -3.1% |
| 3M | +5.2% | -62.8% | +68.0% | +5.8% |
| 6M | -12.8% | -99.5% | +86.7% | -11.6% |
| YTD | -23.3% | -99.8% | +76.5% | -22.2% |
| 1Y | -24.1% | -99.9% | +75.8% | -22.8% |
| 3Y | -32.1% | -100.0% | +67.9% | -30.0% |
| All | -32.5% | -100.0% | +67.5% | -31.2% |
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 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