+90.9%
MTB vs ZCMD
-100.0%
+190.9%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.1% | +7.4% | +0.4% |
| 7D | 0.0% | -5.4% | +5.4% | 0.0% |
| 30D | -4.8% | -24.8% | +20.0% | -4.7% |
| 3M | +6.0% | -62.8% | +68.7% | +5.6% |
| 6M | +19.6% | -99.5% | +119.1% | +22.9% |
| YTD | +21.5% | -99.8% | +121.2% | +25.6% |
| 1Y | +24.7% | -99.9% | +124.6% | +30.1% |
| 3Y | +108.6% | -100.0% | +208.6% | +124.4% |
| 5Y | +106.7% | -100.0% | +206.7% | +122.4% |
| All | +90.9% | -100.0% | +190.9% | +132.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling