+214.3%
MSFT vs ZCMD
-100.0%
+314.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -2.0% |
| 7D | -2.7% | -8.0% | +5.3% | -2.7% |
| 30D | +2.7% | -27.9% | +30.6% | +2.7% |
| 3M | +17.0% | -74.6% | +91.5% | +17.6% |
| 6M | +23.8% | -99.5% | +123.3% | +26.1% |
| YTD | +4.0% | -99.7% | +103.7% | +6.8% |
| 1Y | -0.8% | -99.9% | +99.1% | +2.6% |
| 3Y | +55.6% | -100.0% | +155.6% | +66.6% |
| 5Y | +72.9% | -100.0% | +172.9% | +85.9% |
| All | +214.3% | -100.0% | +314.3% | +280.2% |
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