+321.2%
MRVL vs ZCMD
-100.0%
+421.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.0% | +0.2% | +4.3% |
| 7D | +13.8% | -4.1% | +18.0% | +13.8% |
| 30D | +12.7% | -22.7% | +35.4% | +12.7% |
| 3M | -11.9% | -62.5% | +50.6% | -12.0% |
| 6M | +153.8% | -99.5% | +253.3% | +144.8% |
| YTD | +177.0% | -99.7% | +276.7% | +167.7% |
| 1Y | +252.3% | -99.9% | +352.2% | +240.5% |
| All | +321.2% | -100.0% | +421.2% | +298.6% |
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