+153.3%
MP vs ZCMD
-100.0%
+253.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.7% | +5.1% | +1.4% |
| 7D | -2.9% | -8.0% | +5.1% | -2.8% |
| 30D | +13.8% | -27.9% | +41.7% | +14.1% |
| 3M | -16.7% | -74.6% | +57.9% | -16.4% |
| 6M | -11.5% | -99.5% | +88.0% | -9.1% |
| YTD | +7.9% | -99.7% | +107.7% | +11.7% |
| 1Y | -15.0% | -99.9% | +84.8% | -11.3% |
| All | +153.3% | -100.0% | +253.3% | +162.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling