+126.8%
MLM vs ZCMD
-100.0%
+226.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -1.8% |
| 7D | -4.1% | -4.4% | +0.3% | -4.1% |
| 30D | +8.2% | -43.0% | +51.2% | +8.6% |
| 3M | -3.6% | -54.9% | +51.3% | -3.1% |
| 6M | -15.6% | -99.8% | +84.2% | -11.2% |
| YTD | -16.4% | -99.9% | +83.4% | -11.7% |
| 1Y | -14.3% | -99.9% | +85.6% | -9.0% |
| 3Y | +19.3% | -100.0% | +119.3% | +32.9% |
| 5Y | +29.6% | -100.0% | +129.6% | +46.2% |
| All | +126.8% | -100.0% | +226.8% | +193.0% |
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