+104.4%
MSCI vs ZCMD
-100.0%
+204.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | -0.2% |
| 7D | +0.4% | -8.0% | +8.4% | +0.5% |
| 30D | +0.6% | -27.9% | +28.4% | +0.9% |
| 3M | -7.1% | -74.6% | +67.5% | -7.5% |
| 6M | +0.8% | -99.5% | +100.3% | +3.8% |
| YTD | +1.0% | -99.7% | +100.7% | +5.4% |
| 1Y | +4.3% | -99.9% | +104.2% | +10.2% |
| 3Y | +9.9% | -100.0% | +109.9% | +21.2% |
| 5Y | -6.8% | -100.0% | +93.2% | +3.2% |
| All | +104.4% | -100.0% | +204.3% | +157.7% |
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