+131.2%
MLM vs ZCMD
-100.0%
+231.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.5% |
| 7D | -2.9% | -3.0% | +0.2% | -2.8% |
| 30D | +10.4% | -39.5% | +49.9% | +10.9% |
| 3M | -3.7% | -57.8% | +54.1% | -3.2% |
| 6M | -10.3% | -99.7% | +89.4% | -6.2% |
| YTD | -14.8% | -99.9% | +85.1% | -10.0% |
| 1Y | -13.9% | -99.9% | +86.0% | -8.6% |
| 3Y | +18.4% | -100.0% | +118.4% | +31.7% |
| 5Y | +31.8% | -100.0% | +131.8% | +48.8% |
| All | +131.2% | -100.0% | +231.2% | +198.7% |
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