-59.7%
MKTX vs ZCMD
-100.0%
+40.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.1% | +7.0% | 0.0% |
| 7D | -0.2% | -5.4% | +5.2% | -0.2% |
| 30D | +0.7% | -24.8% | +25.5% | +1.0% |
| 3M | +40.8% | -62.8% | +103.6% | +39.8% |
| 6M | -8.0% | -99.5% | +91.5% | -4.4% |
| YTD | -8.7% | -99.8% | +91.0% | -4.4% |
| 1Y | -11.8% | -99.9% | +88.1% | -6.7% |
| 3Y | -24.0% | -100.0% | +76.0% | -19.0% |
| All | -59.7% | -100.0% | +40.3% | -57.4% |
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