+58.3%
MOH vs ZCMD
-100.0%
+158.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.1% | +9.0% | +2.0% |
| 7D | +1.7% | -5.4% | +7.1% | +1.7% |
| 30D | -0.9% | -24.8% | +23.9% | -0.8% |
| 3M | +5.7% | -62.8% | +68.5% | +6.3% |
| 6M | +39.1% | -99.5% | +138.7% | +47.6% |
| YTD | +17.7% | -99.8% | +117.4% | +26.1% |
| 1Y | +8.4% | -99.9% | +108.3% | +17.6% |
| 3Y | -36.6% | -100.0% | +63.4% | -30.6% |
| 5Y | -19.1% | -100.0% | +80.9% | -11.3% |
| All | +58.3% | -100.0% | +158.3% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling