+808.0%
MPC vs ZCMD
-100.0%
+908.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | +0.4% |
| 7D | +3.2% | -4.1% | +7.3% | +3.2% |
| 30D | +25.0% | -22.7% | +47.8% | +25.1% |
| 3M | +55.2% | -62.5% | +117.7% | +54.6% |
| 6M | +86.4% | -99.5% | +185.9% | +91.2% |
| YTD | +148.5% | -99.7% | +248.2% | +157.2% |
| 1Y | +121.7% | -99.9% | +221.6% | +132.2% |
| 3Y | +172.9% | -100.0% | +272.9% | +197.4% |
| 5Y | +679.9% | -100.0% | +779.9% | +752.3% |
| All | +808.0% | -100.0% | +908.0% | +948.4% |
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 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