+1,530.3%
MOD vs ZCMD
-100.0%
+1,630.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.7% | +8.0% | +4.3% |
| 7D | +9.6% | -8.0% | +17.6% | +9.7% |
| 30D | 0.0% | -27.9% | +27.9% | +0.3% |
| 3M | -35.4% | -74.6% | +39.2% | -35.6% |
| 6M | -7.3% | -99.5% | +92.2% | -6.9% |
| YTD | +45.8% | -99.7% | +145.5% | +46.4% |
| 1Y | +43.1% | -99.9% | +143.0% | +43.6% |
| 3Y | +297.7% | -100.0% | +397.7% | +306.4% |
| All | +1,530.3% | -100.0% | +1,630.3% | +1,572.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling