-47.1%
MKTX vs ZCMD
-100.0%
+52.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.0% | +7.0% | 0.0% |
| 7D | -0.2% | -5.4% | +5.2% | -0.2% |
| 30D | +0.7% | -24.8% | +25.5% | +1.1% |
| 3M | +40.8% | -62.8% | +103.6% | +39.6% |
| 6M | -8.0% | -99.5% | +91.5% | -3.9% |
| YTD | -8.7% | -99.8% | +91.0% | -3.8% |
| 1Y | -11.8% | -99.9% | +88.1% | -5.9% |
| 3Y | -24.0% | -100.0% | +76.0% | -17.4% |
| 5Y | -60.3% | -100.0% | +39.7% | -56.9% |
| All | -47.1% | -100.0% | +52.9% | -43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling