+191.0%
MOD vs ZCMD
-100.0%
+291.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -3.2% | +31.1% | +27.9% |
| 7D | +40.4% | -7.7% | +48.1% | +40.5% |
| 30D | -14.0% | -34.8% | +20.8% | -13.7% |
| 3M | -33.3% | -56.3% | +23.0% | -32.9% |
| 6M | -51.4% | -99.7% | +48.3% | -51.4% |
| YTD | +1.6% | -99.9% | +101.5% | +1.4% |
| 1Y | +5.4% | -99.9% | +105.3% | +4.9% |
| 3Y | +191.0% | -100.0% | +291.0% | +185.0% |
| All | +191.0% | -100.0% | +291.0% | +185.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling