+40.7%
UMAC vs ZCMD
-99.4%
+140.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.0% | -10.4% | -6.2% |
| 7D | +3.3% | -4.1% | +7.4% | +3.1% |
| 30D | -10.4% | -22.7% | +12.3% | -11.3% |
| 3M | +1.8% | -62.5% | +64.3% | -2.4% |
| 6M | +40.7% | -99.5% | +140.2% | -48.3% |
| All | +40.7% | -99.4% | +140.2% | -48.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling