+153.3%
MTUM vs ZCMD
-100.0%
+253.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -2.0% |
| 7D | +1.2% | -2.0% | +3.3% | +1.3% |
| 30D | -1.7% | -19.8% | +18.1% | -1.5% |
| 3M | -0.5% | -62.1% | +61.6% | -1.3% |
| 6M | +22.3% | -99.5% | +121.8% | +24.8% |
| YTD | +21.4% | -99.7% | +121.1% | +24.6% |
| 1Y | +20.0% | -99.9% | +119.9% | +24.2% |
| 3Y | +113.0% | -100.0% | +212.9% | +130.7% |
| 5Y | +77.3% | -100.0% | +177.3% | +92.6% |
| All | +153.3% | -100.0% | +253.3% | +196.2% |
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 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