-15.1%
MP vs ZCMD
-100.0%
+84.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.8% | +3.2% | +4.9% |
| 7D | -10.5% | -4.4% | -6.1% | -10.5% |
| 30D | -23.5% | -43.0% | +19.4% | -23.1% |
| 3M | -25.4% | -54.9% | +29.4% | -24.9% |
| 6M | -51.3% | -99.8% | +48.5% | -49.5% |
| YTD | -29.9% | -99.9% | +69.9% | -27.3% |
| 1Y | -31.8% | -99.9% | +68.1% | -29.0% |
| 3Y | +127.0% | -100.0% | +227.0% | +143.2% |
| All | -15.1% | -100.0% | +84.9% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling