+67.8%
MMM vs ZCMD
-100.0%
+167.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -1.9% |
| 7D | -2.6% | -4.1% | +1.6% | -2.6% |
| 30D | -9.3% | -22.7% | +13.4% | -9.3% |
| 3M | +5.6% | -62.5% | +68.1% | +5.5% |
| 6M | +9.5% | -99.5% | +108.9% | +12.0% |
| YTD | +4.1% | -99.7% | +103.9% | +6.8% |
| 1Y | +9.4% | -99.9% | +109.3% | +12.6% |
| 3Y | +101.0% | -100.0% | +201.0% | +109.8% |
| 5Y | +26.1% | -100.0% | +126.1% | +31.5% |
| All | +67.8% | -100.0% | +167.8% | +79.3% |
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