+504.3%
MUU vs ZCMD
-99.9%
+604.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.0% | -11.0% | -13.9% |
| 7D | -35.9% | -13.3% | -22.5% | -35.6% |
| 30D | -47.1% | -49.6% | +2.5% | -46.3% |
| 3M | -29.8% | -54.6% | +24.8% | -28.7% |
| 6M | +16.0% | -99.8% | +115.8% | +9.6% |
| YTD | +286.1% | -99.9% | +385.9% | +269.5% |
| 1Y | +504.3% | -99.9% | +604.2% | +413.5% |
| All | +504.3% | -99.9% | +604.2% | +413.5% |
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 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