+40.4%
MXL vs ZCMD
-100.0%
+140.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -7.1% | +14.6% | +7.6% |
| 7D | +18.9% | -5.4% | +24.3% | +18.9% |
| 30D | +0.3% | -24.8% | +25.1% | +0.7% |
| 3M | -8.0% | -62.8% | +54.8% | -9.3% |
| 6M | +341.2% | -99.5% | +440.8% | +350.0% |
| YTD | +327.8% | -99.8% | +427.6% | +337.1% |
| 1Y | +364.9% | -99.9% | +464.8% | +375.8% |
| 3Y | +229.2% | -100.0% | +329.2% | +246.3% |
| All | +40.4% | -100.0% | +140.4% | +47.0% |
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