+88.3%
MMM vs ZCMD
-100.0%
+188.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.3% | -1.0% |
| 7D | -0.4% | -7.7% | +7.3% | -0.4% |
| 30D | +12.1% | -34.8% | +46.9% | +12.3% |
| 3M | +1.4% | -56.3% | +57.7% | +1.6% |
| 6M | +26.6% | -99.7% | +126.3% | +29.6% |
| YTD | +16.8% | -99.9% | +116.7% | +20.0% |
| 1Y | +10.1% | -99.9% | +110.0% | +13.3% |
| 3Y | +158.4% | -100.0% | +258.4% | +169.6% |
| 5Y | +43.1% | -100.0% | +143.1% | +49.4% |
| All | +88.3% | -100.0% | +188.3% | +101.4% |
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 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