+136.3%
MRK vs ZCMD
-100.0%
+236.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -0.6% |
| 7D | -2.7% | -4.1% | +1.4% | -2.7% |
| 30D | +12.7% | -22.7% | +35.4% | +12.7% |
| 3M | +24.2% | -62.5% | +86.7% | +24.5% |
| 6M | +27.8% | -99.5% | +127.3% | +29.6% |
| YTD | +42.2% | -99.7% | +141.9% | +44.4% |
| 1Y | +80.2% | -99.9% | +180.1% | +83.4% |
| 3Y | +48.4% | -100.0% | +148.4% | +52.8% |
| 5Y | +133.6% | -100.0% | +233.6% | +140.3% |
| All | +136.3% | -100.0% | +236.3% | +141.4% |
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