-11.4%
MSCI vs ZCMD
-100.0%
+88.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.8% |
| 7D | -2.1% | -1.4% | -0.7% | -2.1% |
| 30D | -1.7% | -21.6% | +19.8% | -1.6% |
| 3M | -8.2% | -67.4% | +59.1% | -8.7% |
| 6M | -2.4% | -99.4% | +97.0% | -1.5% |
| YTD | -2.8% | -99.7% | +96.9% | -1.0% |
| 1Y | -2.7% | -99.9% | +97.2% | 0.0% |
| 3Y | +7.3% | -100.0% | +107.3% | +12.6% |
| 5Y | -11.4% | -100.0% | +88.6% | -7.0% |
| All | -11.4% | -100.0% | +88.6% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling