+5.3%
MUB vs ZCMD
-100.0%
+105.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.8% | 0.0% |
| 7D | -0.9% | -8.0% | +7.1% | -0.9% |
| 30D | -1.4% | -27.9% | +26.5% | -1.4% |
| 3M | -2.2% | -74.6% | +72.4% | -2.1% |
| 6M | -1.9% | -99.5% | +97.6% | -1.4% |
| YTD | -0.8% | -99.7% | +99.0% | -0.2% |
| 1Y | +2.7% | -99.9% | +102.6% | +3.5% |
| 3Y | +8.6% | -100.0% | +108.6% | +10.0% |
| 5Y | +2.0% | -100.0% | +102.0% | +3.5% |
| All | +5.3% | -100.0% | +105.3% | +7.4% |
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