+267.3%
MP vs ZCMD
-100.0%
+367.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.7% |
| 7D | +2.3% | +1.4% | +0.9% | +2.3% |
| 30D | -15.3% | -29.9% | +14.6% | -14.6% |
| 3M | -33.5% | -54.9% | +21.4% | -32.5% |
| 6M | -45.5% | -99.7% | +54.1% | -39.9% |
| YTD | -27.3% | -99.9% | +72.6% | -17.6% |
| 1Y | -40.7% | -99.9% | +59.2% | -31.8% |
| 3Y | +145.9% | -100.0% | +245.8% | +222.7% |
| 5Y | -13.9% | -100.0% | +86.1% | +19.0% |
| All | +267.3% | -100.0% | +367.3% | +419.7% |
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