+35.8%
MSCI vs ZCMD
-100.0%
+135.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.6% | +1.4% |
| 7D | +3.0% | -7.7% | +10.7% | +3.0% |
| 30D | +17.8% | -34.8% | +52.6% | +18.1% |
| 3M | +15.2% | -56.3% | +71.5% | +15.6% |
| 6M | +16.5% | -99.7% | +116.2% | +16.7% |
| YTD | +16.4% | -99.9% | +116.2% | +17.3% |
| 1Y | +16.8% | -99.9% | +116.7% | +18.0% |
| 3Y | +35.8% | -100.0% | +135.8% | +33.0% |
| All | +35.8% | -100.0% | +135.8% | +33.0% |
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