+443.0%
MP vs ZCMD
-100.0%
+543.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -2.0% |
| 7D | -0.7% | -4.1% | +3.4% | -0.6% |
| 30D | -0.7% | -22.7% | +22.1% | -0.2% |
| 3M | 0.0% | -62.5% | +62.5% | -1.2% |
| 6M | -10.0% | -99.5% | +89.5% | -1.7% |
| YTD | +7.5% | -99.7% | +107.2% | +20.3% |
| 1Y | -14.0% | -99.9% | +85.9% | -0.6% |
| 3Y | +153.5% | -100.0% | +253.5% | +233.3% |
| 5Y | +62.7% | -100.0% | +162.7% | +115.8% |
| All | +443.0% | -100.0% | +543.0% | +658.8% |
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