+27.0%
MMM vs ZCMD
-100.0%
+127.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -1.6% | -1.4% | -0.2% | -1.6% |
| 30D | -8.0% | -21.6% | +13.6% | -8.0% |
| 3M | +9.4% | -67.4% | +76.7% | +9.3% |
| 6M | +10.2% | -99.4% | +109.7% | +13.2% |
| YTD | +6.1% | -99.7% | +105.9% | +9.4% |
| 1Y | +10.8% | -99.9% | +110.7% | +14.7% |
| 3Y | +104.8% | -100.0% | +204.8% | +118.7% |
| 5Y | +27.0% | -100.0% | +127.0% | +34.5% |
| All | +27.0% | -100.0% | +127.0% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling