+72.3%
MSFT vs ZCMD
-100.0%
+172.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -0.5% |
| 7D | -1.0% | -4.1% | +3.1% | -1.0% |
| 30D | -2.7% | -22.7% | +20.1% | -2.7% |
| 3M | +22.1% | -62.5% | +84.6% | +23.0% |
| 6M | +20.6% | -99.5% | +120.0% | +21.0% |
| YTD | +2.3% | -99.7% | +102.0% | +3.1% |
| 1Y | -0.5% | -99.9% | +99.3% | +0.6% |
| 3Y | +50.5% | -100.0% | +150.5% | +55.4% |
| 5Y | +72.3% | -100.0% | +172.3% | +79.4% |
| All | +72.3% | -100.0% | +172.3% | +79.4% |
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