+135.9%
MSCI vs ZCMD
-100.0%
+235.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.7% |
| 7D | -1.9% | +1.4% | -3.2% | -1.9% |
| 30D | +16.5% | -29.9% | +46.3% | +16.9% |
| 3M | +18.2% | -54.9% | +73.1% | +19.0% |
| 6M | +14.0% | -99.7% | +113.6% | +17.9% |
| YTD | +16.6% | -99.9% | +116.4% | +22.2% |
| 1Y | +14.8% | -99.9% | +114.7% | +21.2% |
| 3Y | +33.3% | -100.0% | +133.3% | +46.8% |
| 5Y | +9.1% | -100.0% | +109.1% | +21.9% |
| All | +135.9% | -100.0% | +235.9% | +199.0% |
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 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