+2,248.6%
MOD vs ZCMD
-100.0%
+2,348.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +6.3% | -1.4% | +7.7% | +6.3% |
| 30D | -1.7% | -21.6% | +19.9% | -1.4% |
| 3M | -30.1% | -67.4% | +37.2% | -30.7% |
| 6M | +2.7% | -99.4% | +102.1% | +6.8% |
| YTD | +44.1% | -99.7% | +143.8% | +51.8% |
| 1Y | +38.7% | -99.9% | +138.6% | +47.9% |
| 3Y | +309.8% | -100.0% | +409.8% | +366.7% |
| 5Y | +1,569.7% | -100.0% | +1,669.7% | +1,803.8% |
| All | +2,248.6% | -100.0% | +2,348.6% | +3,137.1% |
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 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