+719.8%
MU vs ZCMD
-99.9%
+819.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.8% | +9.9% | +6.1% |
| 7D | +9.0% | -8.0% | +17.0% | +9.0% |
| 30D | +13.8% | -27.9% | +41.7% | +14.1% |
| 3M | +2.1% | -74.6% | +76.7% | +2.8% |
| 6M | +153.8% | -99.5% | +253.3% | +146.9% |
| YTD | +256.4% | -99.7% | +356.1% | +253.3% |
| 1Y | +719.8% | -99.9% | +819.6% | +763.8% |
| All | +719.8% | -99.9% | +819.6% | +763.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling