+117.2%
MPC vs ZCMD
-99.9%
+217.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.0% | -5.1% | -8.1% |
| 7D | -10.9% | -13.3% | +2.4% | -10.9% |
| 30D | -9.4% | -49.6% | +40.2% | -9.6% |
| 3M | +26.0% | -54.6% | +80.6% | +25.7% |
| 6M | +56.5% | -99.8% | +156.3% | +54.2% |
| YTD | +144.3% | -99.9% | +244.1% | +141.9% |
| 1Y | +117.2% | -99.9% | +217.1% | +116.6% |
| All | +117.2% | -99.9% | +217.1% | +116.6% |
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