-48.3%
MUZ vs ZCMD
-81.9%
+33.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | -3.0% | +17.2% | +14.1% |
| 7D | +47.2% | -13.3% | +60.5% | +46.6% |
| 30D | +57.1% | -49.6% | +106.7% | +54.0% |
| 3M | -5.3% | -54.6% | +49.3% | -6.9% |
| All | -48.3% | -81.9% | +33.7% | -48.6% |
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 · Available span rolling