+262.2%
UMC vs ZCMD
-100.0%
+362.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.1% | +9.4% | +2.4% |
| 7D | +9.0% | -5.4% | +14.4% | +9.1% |
| 30D | +17.2% | -24.8% | +42.0% | +17.5% |
| 3M | +11.4% | -62.8% | +74.2% | +10.4% |
| 6M | +137.5% | -99.5% | +237.0% | +131.9% |
| YTD | +193.1% | -99.8% | +292.9% | +184.3% |
| 1Y | +240.3% | -99.9% | +340.2% | +227.7% |
| 3Y | +262.2% | -100.0% | +362.2% | +237.1% |
| All | +262.2% | -100.0% | +362.2% | +237.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling