+199.8%
MPC vs ZCMD
-100.0%
+299.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +0.4% |
| 7D | +11.2% | -7.7% | +18.9% | +11.2% |
| 30D | -14.5% | -34.8% | +20.3% | -14.5% |
| 3M | +16.7% | -56.3% | +73.0% | +16.6% |
| 6M | +67.6% | -99.7% | +167.2% | +67.6% |
| YTD | +157.9% | -99.9% | +257.8% | +158.8% |
| 1Y | +116.7% | -99.9% | +216.6% | +117.7% |
| 3Y | +199.8% | -100.0% | +299.8% | +204.1% |
| All | +199.8% | -100.0% | +299.8% | +204.1% |
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 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