+89.5%
MTB vs ZCMD
-100.0%
+189.5%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.2% |
| 7D | +1.1% | -4.1% | +5.2% | +1.1% |
| 30D | -4.6% | -22.7% | +18.1% | -4.5% |
| 3M | +6.3% | -62.5% | +68.8% | +5.9% |
| 6M | +15.6% | -99.5% | +115.1% | +18.7% |
| YTD | +20.6% | -99.7% | +120.3% | +24.6% |
| 1Y | +22.5% | -99.9% | +122.4% | +27.8% |
| 3Y | +114.4% | -100.0% | +214.4% | +130.6% |
| 5Y | +101.9% | -100.0% | +201.9% | +117.1% |
| All | +89.5% | -100.0% | +189.5% | +130.9% |
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