+66.2%
MMM vs ZCMD
-100.0%
+166.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.9% |
| 7D | -3.2% | -2.0% | -1.2% | -3.2% |
| 30D | -10.7% | -19.8% | +9.1% | -10.6% |
| 3M | +4.3% | -62.1% | +66.4% | +4.2% |
| 6M | +5.9% | -99.5% | +105.4% | +8.4% |
| YTD | +3.2% | -99.7% | +102.9% | +5.8% |
| 1Y | +8.0% | -99.9% | +107.9% | +11.2% |
| 3Y | +99.1% | -100.0% | +199.1% | +107.8% |
| 5Y | +25.7% | -100.0% | +125.7% | +31.1% |
| All | +66.2% | -100.0% | +166.2% | +77.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling