+163.1%
MNST vs ZCMD
-100.0%
+263.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.6% |
| 7D | -6.5% | -8.0% | +1.5% | -6.5% |
| 30D | -7.2% | -27.9% | +20.7% | -7.2% |
| 3M | -1.0% | -74.6% | +73.6% | -1.0% |
| 6M | +11.5% | -99.5% | +110.9% | +10.0% |
| YTD | +14.3% | -99.7% | +114.1% | +12.7% |
| 1Y | +38.1% | -99.9% | +138.0% | +36.2% |
| 3Y | +55.0% | -100.0% | +155.0% | +55.6% |
| 5Y | +79.6% | -100.0% | +179.6% | +80.6% |
| All | +163.1% | -100.0% | +263.1% | +182.9% |
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