+785.6%
MPC vs ZCMD
-100.0%
+885.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | -0.1% |
| 7D | -8.8% | -3.0% | -5.8% | -8.8% |
| 30D | -14.4% | -39.5% | +25.1% | -14.2% |
| 3M | +21.9% | -57.8% | +79.8% | +22.3% |
| 6M | +60.1% | -99.7% | +159.8% | +64.6% |
| YTD | +142.3% | -99.9% | +242.2% | +151.3% |
| 1Y | +101.7% | -99.9% | +201.6% | +110.1% |
| 3Y | +184.8% | -100.0% | +284.8% | +209.6% |
| 5Y | +564.6% | -100.0% | +664.6% | +634.1% |
| All | +785.6% | -100.0% | +885.5% | +924.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling