+1,319.3%
MU vs ZCMD
-100.0%
+1,419.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | +7.2% | -1.4% | +8.6% | +7.2% |
| 30D | +14.0% | -21.6% | +35.6% | +14.0% |
| 3M | +5.4% | -67.4% | +72.7% | +5.5% |
| 6M | +170.3% | -99.4% | +269.7% | +159.1% |
| YTD | +250.7% | -99.7% | +350.4% | +234.5% |
| 1Y | +662.1% | -99.9% | +762.0% | +622.9% |
| 3Y | +1,341.2% | -100.0% | +1,441.2% | +1,287.6% |
| 5Y | +1,319.3% | -100.0% | +1,419.3% | +1,293.5% |
| All | +1,319.3% | -100.0% | +1,419.3% | +1,293.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling