+2,423.9%
MUU vs ZCMD
-99.9%
+2,523.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.7% | -7.6% | -9.3% |
| 7D | +3.6% | -2.0% | +5.6% | +3.6% |
| 30D | +22.3% | -19.8% | +42.1% | +22.6% |
| 3M | -8.2% | -62.1% | +53.9% | -8.0% |
| 6M | +256.3% | -99.5% | +355.8% | +224.5% |
| YTD | +534.4% | -99.7% | +634.1% | +476.9% |
| 1Y | +2,163.5% | -99.9% | +2,263.4% | +1,950.7% |
| All | +2,423.9% | -99.9% | +2,523.8% | +2,042.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling