+661.2%
MU vs ZCMD
-99.9%
+761.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.3% | +2.7% |
| 7D | +7.5% | -4.1% | +11.6% | +7.5% |
| 30D | +19.4% | -22.7% | +42.1% | +19.6% |
| 3M | +9.8% | -62.5% | +72.3% | +10.3% |
| 6M | +164.1% | -99.5% | +263.6% | +157.6% |
| YTD | +260.3% | -99.7% | +360.0% | +258.0% |
| 1Y | +661.2% | -99.9% | +761.1% | +707.0% |
| All | +661.2% | -99.9% | +761.1% | +707.0% |
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