+338.4%
MXL vs ZCMD
-100.0%
+438.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.0% | +3.5% | +7.4% |
| 7D | +19.0% | -4.1% | +23.1% | +19.1% |
| 30D | +4.5% | -22.7% | +27.2% | +5.1% |
| 3M | -1.5% | -62.5% | +61.0% | -3.9% |
| 6M | +348.6% | -99.5% | +448.1% | +388.6% |
| YTD | +310.3% | -99.7% | +410.0% | +356.5% |
| 1Y | +344.7% | -99.9% | +444.6% | +408.8% |
| 3Y | +211.2% | -100.0% | +311.2% | +298.8% |
| 5Y | +34.8% | -100.0% | +134.8% | +73.6% |
| All | +338.4% | -100.0% | +438.4% | +670.6% |
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 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