-34.6%
MP vs ZCMD
-99.9%
+65.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.0% | -2.1% | -5.0% |
| 7D | -12.5% | -13.3% | +0.8% | -12.4% |
| 30D | -23.3% | -49.6% | +26.3% | -22.9% |
| 3M | -24.4% | -54.6% | +30.3% | -23.9% |
| 6M | -45.8% | -99.8% | +54.0% | -44.5% |
| YTD | -28.9% | -99.9% | +70.9% | -28.5% |
| 1Y | -34.6% | -99.9% | +65.3% | -38.6% |
| All | -34.6% | -99.9% | +65.3% | -38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling