+116.7%
UMAC vs ZCMD
-99.9%
+216.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.1% | +4.6% | -2.8% |
| 7D | -3.4% | -5.4% | +2.0% | -3.6% |
| 30D | -15.1% | -24.8% | +9.7% | -16.0% |
| 3M | -10.8% | -62.8% | +52.0% | -10.9% |
| 6M | +15.7% | -99.5% | +115.2% | -35.2% |
| YTD | +80.1% | -99.8% | +179.9% | -0.2% |
| 1Y | +116.7% | -99.9% | +216.6% | +27.0% |
| All | +116.7% | -99.9% | +216.6% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling