+45.8%
RMD vs ZCMD
-100.0%
+145.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.4% | -0.3% |
| 7D | -5.0% | -8.0% | +3.0% | -4.9% |
| 30D | +2.2% | -27.9% | +30.1% | +2.5% |
| 3M | +17.8% | -74.6% | +92.4% | +17.0% |
| 6M | -11.3% | -99.5% | +88.1% | -5.9% |
| YTD | -4.4% | -99.7% | +95.3% | +2.9% |
| 1Y | -15.7% | -99.9% | +84.2% | -7.9% |
| 3Y | +47.7% | -100.0% | +147.7% | +68.4% |
| 5Y | -19.2% | -100.0% | +80.8% | -7.4% |
| All | +45.8% | -100.0% | +145.8% | +101.2% |
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