+90.1%
MMM vs ZCMD
-100.0%
+190.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -1.4% |
| 7D | -0.8% | -2.9% | +2.1% | -0.8% |
| 30D | +14.4% | -28.5% | +42.9% | +14.5% |
| 3M | +1.8% | -56.5% | +58.3% | +2.0% |
| 6M | +31.3% | -99.7% | +130.9% | +34.4% |
| YTD | +18.0% | -99.9% | +117.8% | +21.2% |
| 1Y | +10.9% | -99.9% | +110.8% | +14.1% |
| 3Y | +160.6% | -100.0% | +260.6% | +172.0% |
| 5Y | +44.5% | -100.0% | +144.5% | +50.9% |
| All | +90.1% | -100.0% | +190.1% | +103.4% |
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 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