+72.1%
MMM vs ZCMD
-100.0%
+172.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.9% | +0.2% |
| 7D | -3.3% | -8.0% | +4.7% | -3.3% |
| 30D | -7.0% | -27.9% | +20.9% | -7.0% |
| 3M | +10.8% | -74.6% | +85.4% | +11.0% |
| 6M | +5.8% | -99.5% | +105.2% | +8.2% |
| YTD | +6.8% | -99.7% | +106.5% | +9.5% |
| 1Y | +10.4% | -99.9% | +110.3% | +13.6% |
| 3Y | +104.7% | -100.0% | +204.7% | +113.7% |
| 5Y | +23.6% | -100.0% | +123.5% | +28.9% |
| All | +72.1% | -100.0% | +172.1% | +83.8% |
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