-22.3%
RMD vs ZCMD
-100.0%
+77.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.2% |
| 7D | -4.2% | -2.0% | -2.2% | -4.2% |
| 30D | -2.1% | -19.8% | +17.8% | -1.9% |
| 3M | +13.8% | -62.1% | +75.8% | +12.4% |
| 6M | -10.6% | -99.5% | +88.9% | -6.3% |
| YTD | -8.1% | -99.7% | +91.6% | -2.8% |
| 1Y | -18.0% | -99.9% | +81.9% | -12.3% |
| 3Y | +52.9% | -100.0% | +152.8% | +66.7% |
| 5Y | -22.3% | -100.0% | +77.7% | -15.1% |
| All | -22.3% | -100.0% | +77.7% | -15.1% |
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 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