+923.3%
MRVL vs ZCMD
-100.0%
+1,023.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +7.1% | -1.4% | +8.5% | +7.1% |
| 30D | +3.1% | -21.6% | +24.6% | +3.2% |
| 3M | -21.9% | -67.4% | +45.4% | -22.3% |
| 6M | +151.8% | -99.4% | +251.3% | +154.3% |
| YTD | +165.6% | -99.7% | +265.4% | +172.1% |
| 1Y | +242.3% | -99.9% | +342.1% | +255.4% |
| 3Y | +308.2% | -100.0% | +408.2% | +351.7% |
| 5Y | +280.4% | -100.0% | +380.4% | +320.2% |
| All | +923.3% | -100.0% | +1,023.3% | +1,173.4% |
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