+101.9%
MPC vs ZCMD
-99.9%
+201.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +4.6% |
| 7D | -9.4% | +9.1% | -18.5% | -9.4% |
| 30D | -14.3% | -37.1% | +22.8% | -14.4% |
| 3M | +31.1% | -53.7% | +84.8% | +30.9% |
| 6M | +60.3% | -99.7% | +159.9% | +57.5% |
| YTD | +142.5% | -99.9% | +242.4% | +139.8% |
| All | +101.9% | -99.9% | +201.8% | +100.1% |
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