+702.6%
UMAC vs ZCMD
-100.0%
+802.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.0% | -10.4% | -6.4% |
| 7D | +3.3% | -4.1% | +7.4% | +3.2% |
| 30D | -10.4% | -22.7% | +12.3% | -10.6% |
| 3M | +1.8% | -62.5% | +64.3% | +2.2% |
| 6M | +40.7% | -99.5% | +140.2% | +31.5% |
| YTD | +90.9% | -99.7% | +190.6% | +86.0% |
| 1Y | +151.8% | -99.9% | +251.7% | +160.8% |
| All | +702.6% | -100.0% | +802.6% | +796.9% |
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