+156.5%
MTUM vs ZCMD
-100.0%
+256.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.0% | +8.3% | +1.4% |
| 7D | +0.7% | -5.4% | +6.1% | +0.8% |
| 30D | -2.4% | -24.8% | +22.3% | -2.2% |
| 3M | -3.6% | -62.8% | +59.1% | -4.4% |
| 6M | +23.7% | -99.5% | +123.2% | +26.3% |
| YTD | +22.9% | -99.8% | +122.7% | +26.3% |
| 1Y | +21.8% | -99.9% | +121.7% | +26.2% |
| 3Y | +114.4% | -100.0% | +214.4% | +132.5% |
| 5Y | +79.6% | -100.0% | +179.5% | +95.2% |
| All | +156.5% | -100.0% | +256.5% | +200.2% |
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 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