+228.9%
MSFT vs ZCMD
-100.0%
+328.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +0.4% |
| 7D | -2.4% | -2.9% | +0.5% | -2.4% |
| 30D | -3.8% | -28.5% | +24.7% | -3.7% |
| 3M | +6.4% | -56.5% | +62.9% | +6.5% |
| 6M | +28.8% | -99.7% | +128.4% | +31.1% |
| YTD | +8.8% | -99.9% | +108.7% | +11.8% |
| 1Y | +3.2% | -99.9% | +103.1% | +6.4% |
| 3Y | +44.8% | -100.0% | +144.8% | +54.5% |
| 5Y | +61.8% | -100.0% | +161.8% | +74.7% |
| All | +228.9% | -100.0% | +328.9% | +298.1% |
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