-5.0%
MRSH vs ZCMD
-100.0%
+95.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.1% | +6.9% | -0.3% |
| 7D | -4.8% | -5.4% | +0.7% | -4.8% |
| 30D | -6.3% | -24.8% | +18.5% | -6.5% |
| 3M | +5.8% | -62.8% | +68.6% | +6.8% |
| 6M | +2.8% | -99.5% | +102.3% | +4.9% |
| YTD | -3.1% | -99.8% | +96.6% | -0.9% |
| 1Y | -11.3% | -99.9% | +88.6% | -9.2% |
| 3Y | -5.0% | -100.0% | +95.0% | +0.3% |
| All | -5.0% | -100.0% | +95.0% | +0.3% |
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