+1,196.1%
MOD vs ZCMD
-100.0%
+1,296.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.3% | +9.8% |
| 7D | -13.9% | +9.1% | -23.0% | -14.1% |
| 30D | -41.5% | -37.1% | -4.4% | -41.1% |
| 3M | -45.7% | -53.7% | +8.0% | -45.1% |
| 6M | -61.1% | -99.7% | +38.5% | -59.2% |
| YTD | -20.5% | -99.9% | +79.4% | -15.6% |
| 1Y | -32.1% | -99.9% | +67.8% | -27.5% |
| 3Y | +146.5% | -100.0% | +246.5% | +180.9% |
| 5Y | +812.7% | -100.0% | +912.7% | +963.3% |
| All | +1,196.1% | -100.0% | +1,296.1% | +1,700.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling