+971.8%
MRVL vs ZCMD
-100.0%
+1,071.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.1% | +11.1% | +4.1% |
| 7D | +5.6% | -5.4% | +11.0% | +5.7% |
| 30D | +8.8% | -24.8% | +33.5% | +9.0% |
| 3M | -15.9% | -62.8% | +46.9% | -16.3% |
| 6M | +161.3% | -99.5% | +260.8% | +164.7% |
| YTD | +178.2% | -99.8% | +278.0% | +185.2% |
| 1Y | +255.3% | -99.9% | +355.2% | +269.9% |
| 3Y | +323.1% | -100.0% | +423.1% | +368.4% |
| 5Y | +293.2% | -100.0% | +393.2% | +335.5% |
| All | +971.8% | -100.0% | +1,071.8% | +1,234.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling