+129.9%
MRK vs ZCMD
-100.0%
+229.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.1% | +6.5% | -0.6% |
| 7D | -4.3% | -5.4% | +1.2% | -4.3% |
| 30D | +8.3% | -24.8% | +33.1% | +8.2% |
| 3M | +20.0% | -62.8% | +82.8% | +20.4% |
| 6M | +25.7% | -99.5% | +125.2% | +27.1% |
| YTD | +38.7% | -99.8% | +138.5% | +40.4% |
| 1Y | +74.7% | -99.9% | +174.6% | +77.1% |
| 3Y | +45.4% | -100.0% | +145.4% | +49.0% |
| All | +129.9% | -100.0% | +229.9% | +143.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling