+195.7%
MRVL vs ZCMD
-100.0%
+295.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.2% | -1.5% | -4.7% |
| 7D | +11.0% | -7.7% | +18.7% | +11.1% |
| 30D | -36.1% | -34.8% | -1.3% | -36.0% |
| 3M | -29.4% | -56.3% | +26.9% | -29.3% |
| 6M | -11.9% | -99.7% | +87.8% | -14.7% |
| YTD | +84.8% | -99.9% | +184.6% | +79.0% |
| 1Y | +79.4% | -99.9% | +179.3% | +73.8% |
| 3Y | +195.7% | -100.0% | +295.7% | +182.0% |
| All | +195.7% | -100.0% | +295.7% | +182.0% |
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