-25.5%
MKC vs ZCMD
-100.0%
+74.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -0.8% |
| 7D | -4.3% | -4.1% | -0.2% | -4.3% |
| 30D | -3.1% | -22.7% | +19.6% | -3.1% |
| 3M | +6.8% | -62.5% | +69.3% | +7.4% |
| 6M | -18.3% | -99.5% | +81.1% | -17.3% |
| YTD | -23.1% | -99.7% | +76.7% | -22.0% |
| 1Y | -23.7% | -99.9% | +76.2% | -22.4% |
| 3Y | -31.0% | -100.0% | +69.0% | -29.2% |
| 5Y | -33.5% | -100.0% | +66.5% | -31.8% |
| All | -25.5% | -100.0% | +74.5% | -27.1% |
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