+97.2%
MNST vs ZCMD
-100.0%
+197.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.7% |
| 7D | -3.9% | -3.0% | -0.9% | -3.9% |
| 30D | +3.9% | -39.5% | +43.4% | +3.8% |
| 3M | -0.8% | -57.8% | +57.0% | -1.0% |
| 6M | +5.1% | -99.7% | +104.8% | +2.5% |
| YTD | +18.3% | -99.9% | +118.1% | +14.8% |
| 1Y | +29.5% | -99.9% | +129.4% | +25.5% |
| 3Y | +64.0% | -100.0% | +164.0% | +59.8% |
| 5Y | +97.2% | -100.0% | +197.2% | +93.5% |
| All | +97.2% | -100.0% | +197.2% | +93.5% |
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