+45.3%
MO vs ZCMD
-99.9%
+145.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +1.4% |
| 7D | +6.9% | -13.3% | +20.2% | +6.8% |
| 30D | +14.9% | -49.6% | +64.6% | +14.4% |
| 3M | +16.4% | -54.6% | +71.1% | +16.0% |
| 6M | +9.6% | -99.8% | +109.3% | +13.4% |
| YTD | +41.8% | -99.9% | +141.7% | +46.2% |
| 1Y | +45.3% | -99.9% | +145.2% | +53.4% |
| All | +45.3% | -99.9% | +145.2% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling