+109.0%
NXPI vs ZCMD
-100.0%
+209.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.5% |
| 7D | +0.7% | -2.0% | +2.7% | +0.7% |
| 30D | -4.2% | -19.8% | +15.6% | -3.8% |
| 3M | -20.4% | -62.1% | +41.6% | -22.0% |
| 6M | +12.5% | -99.5% | +112.0% | +19.5% |
| YTD | +5.2% | -99.7% | +105.0% | +13.3% |
| 1Y | +5.1% | -99.9% | +105.0% | +15.1% |
| 3Y | +17.7% | -100.0% | +117.7% | +38.9% |
| 5Y | +16.8% | -100.0% | +116.8% | +37.9% |
| All | +109.0% | -100.0% | +209.0% | +222.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling