+35.6%
OMC vs ZCMD
-100.0%
+135.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.1% | +6.5% | -0.5% |
| 7D | -4.4% | -5.4% | +1.1% | -4.3% |
| 30D | -7.6% | -24.8% | +17.2% | -7.5% |
| 3M | +4.5% | -62.8% | +67.3% | +3.7% |
| 6M | -0.3% | -99.5% | +99.3% | +3.4% |
| YTD | -0.1% | -99.8% | +99.6% | +4.3% |
| 1Y | +4.6% | -99.9% | +104.5% | +10.3% |
| 3Y | +10.5% | -100.0% | +110.5% | +20.9% |
| 5Y | +31.7% | -100.0% | +131.7% | +43.9% |
| All | +35.6% | -100.0% | +135.6% | +69.1% |
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