+157.2%
MNST vs ZCMD
-100.0%
+257.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -0.7% |
| 7D | -3.6% | -4.1% | +0.6% | -3.6% |
| 30D | -6.3% | -22.7% | +16.4% | -6.3% |
| 3M | -5.0% | -62.5% | +57.5% | -4.8% |
| 6M | +13.1% | -99.5% | +112.6% | +11.7% |
| YTD | +11.8% | -99.7% | +111.5% | +10.2% |
| 1Y | +35.2% | -99.9% | +135.1% | +33.3% |
| 3Y | +52.0% | -100.0% | +152.0% | +52.6% |
| 5Y | +77.9% | -100.0% | +177.8% | +78.7% |
| All | +157.2% | -100.0% | +257.2% | +176.6% |
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