+172.6%
MNST vs ZCMD
-100.0%
+272.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | +0.1% |
| 7D | -6.9% | +1.4% | -8.2% | -6.9% |
| 30D | +3.7% | -29.9% | +33.6% | +3.7% |
| 3M | -0.3% | -54.9% | +54.6% | -0.3% |
| 6M | +5.1% | -99.7% | +104.7% | +3.9% |
| YTD | +18.4% | -99.9% | +118.3% | +16.8% |
| 1Y | +26.3% | -99.9% | +126.2% | +24.5% |
| 3Y | +64.3% | -100.0% | +164.2% | +64.5% |
| 5Y | +96.8% | -100.0% | +196.8% | +98.2% |
| All | +172.6% | -100.0% | +272.6% | +193.1% |
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