+0.8%
MUB vs ZCMD
-100.0%
+100.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.7% |
| 7D | -1.2% | -2.0% | +0.8% | -1.2% |
| 30D | -2.8% | -19.8% | +17.1% | -2.8% |
| 3M | -3.1% | -62.1% | +59.0% | -3.0% |
| 6M | -2.9% | -99.5% | +96.6% | -2.7% |
| YTD | -2.0% | -99.7% | +97.7% | -1.8% |
| 1Y | 0.0% | -99.9% | +99.9% | +0.2% |
| 3Y | +7.4% | -100.0% | +107.4% | +7.6% |
| 5Y | +0.8% | -100.0% | +100.8% | +1.4% |
| All | +0.8% | -100.0% | +100.8% | +1.4% |
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 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