+173.6%
MNST vs ZCMD
-100.0%
+273.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +0.4% |
| 7D | -4.7% | -2.9% | -1.8% | -4.7% |
| 30D | +5.2% | -28.5% | +33.7% | +5.2% |
| 3M | -0.9% | -56.5% | +55.7% | -0.9% |
| 6M | +6.1% | -99.7% | +105.8% | +4.9% |
| YTD | +18.9% | -99.9% | +118.7% | +17.2% |
| 1Y | +29.3% | -99.9% | +129.2% | +27.5% |
| 3Y | +64.9% | -100.0% | +164.9% | +65.2% |
| 5Y | +98.0% | -100.0% | +198.0% | +99.3% |
| All | +173.6% | -100.0% | +273.6% | +194.2% |
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