+175.1%
MKSI vs ZCMD
-100.0%
+275.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.1% | +9.2% | +2.2% |
| 7D | +2.7% | -5.4% | +8.1% | +2.8% |
| 30D | -12.8% | -24.8% | +12.0% | -12.4% |
| 3M | -22.5% | -62.8% | +40.3% | -23.4% |
| 6M | +19.4% | -99.5% | +118.9% | +25.1% |
| YTD | +67.7% | -99.8% | +167.5% | +77.5% |
| 1Y | +131.4% | -99.9% | +231.3% | +149.1% |
| 3Y | +197.3% | -100.0% | +297.3% | +242.2% |
| 5Y | +87.0% | -100.0% | +187.0% | +116.2% |
| All | +175.1% | -100.0% | +275.1% | +278.8% |
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