+255.3%
MRVL vs ZCMD
-99.9%
+355.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.1% | +11.1% | +4.1% |
| 7D | +5.6% | -5.4% | +11.0% | +5.6% |
| 30D | +8.8% | -24.8% | +33.5% | +8.9% |
| 3M | -15.9% | -62.8% | +46.9% | -16.1% |
| 6M | +161.3% | -99.5% | +260.8% | +146.3% |
| YTD | +178.2% | -99.8% | +278.0% | +168.6% |
| 1Y | +255.3% | -99.9% | +355.2% | +273.9% |
| All | +255.3% | -99.9% | +355.2% | +273.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling