+1,497.2%
MU vs ZCMD
-100.0%
+1,597.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.4% | +10.5% | +11.9% |
| 7D | +2.0% | +1.4% | +0.7% | +2.0% |
| 30D | -18.0% | -29.9% | +11.9% | -17.6% |
| 3M | -6.6% | -54.9% | +48.3% | -5.8% |
| 6M | +2.0% | -99.7% | +101.7% | +3.6% |
| YTD | +184.5% | -99.9% | +284.3% | +191.2% |
| 1Y | +236.9% | -99.9% | +336.8% | +246.6% |
| 3Y | +987.0% | -100.0% | +1,086.9% | +1,103.9% |
| 5Y | +1,014.6% | -100.0% | +1,114.6% | +1,171.0% |
| All | +1,497.2% | -100.0% | +1,597.2% | +2,135.4% |
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