+106.0%
MTB vs ZCMD
-100.0%
+206.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.4% |
| 7D | -0.4% | -2.0% | +1.6% | -0.4% |
| 30D | -4.6% | -19.8% | +15.2% | -4.6% |
| 3M | +7.4% | -62.1% | +69.5% | +7.3% |
| 6M | +18.7% | -99.5% | +118.2% | +20.2% |
| YTD | +21.1% | -99.7% | +120.8% | +23.0% |
| 1Y | +24.1% | -99.9% | +124.0% | +26.5% |
| 3Y | +115.3% | -100.0% | +215.3% | +123.3% |
| 5Y | +106.0% | -100.0% | +206.0% | +111.6% |
| All | +106.0% | -100.0% | +206.0% | +111.6% |
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