+43.1%
MOD vs ZCMD
-99.9%
+143.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.8% | +8.1% | +4.4% |
| 7D | +9.6% | -8.0% | +17.6% | +9.7% |
| 30D | 0.0% | -27.9% | +27.9% | +0.4% |
| 3M | -35.4% | -74.6% | +39.2% | -35.4% |
| 6M | -7.3% | -99.5% | +92.2% | -2.7% |
| YTD | +45.8% | -99.7% | +145.5% | +55.7% |
| 1Y | +43.1% | -99.9% | +143.0% | +58.3% |
| All | +43.1% | -99.9% | +143.0% | +58.3% |
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