+97.8%
MSCI vs ZCMD
-100.0%
+197.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | +0.5% |
| 7D | -1.1% | -4.1% | +3.0% | -1.0% |
| 30D | -1.2% | -22.7% | +21.6% | -0.9% |
| 3M | -8.4% | -62.5% | +54.1% | -9.2% |
| 6M | -1.0% | -99.5% | +98.4% | +1.9% |
| YTD | -2.3% | -99.7% | +97.5% | +1.9% |
| 1Y | -1.2% | -99.9% | +98.7% | +4.6% |
| 3Y | +7.9% | -100.0% | +107.9% | +18.9% |
| 5Y | -10.1% | -100.0% | +89.9% | -0.7% |
| All | +97.8% | -100.0% | +197.8% | +149.3% |
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