+76.9%
MRSH vs ZCMD
-100.0%
+176.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.2% |
| 7D | -5.9% | -2.0% | -3.9% | -5.9% |
| 30D | -7.3% | -19.8% | +12.5% | -7.4% |
| 3M | +6.7% | -62.1% | +68.7% | +7.3% |
| 6M | +3.0% | -99.5% | +102.5% | +6.5% |
| YTD | -2.9% | -99.7% | +96.8% | +1.0% |
| 1Y | -9.0% | -99.9% | +90.9% | -4.7% |
| 3Y | -4.3% | -100.0% | +95.7% | +2.9% |
| 5Y | +19.4% | -100.0% | +119.4% | +28.6% |
| All | +76.9% | -100.0% | +176.9% | +102.3% |
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 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