+1,166.1%
UMC vs ZCMD
-100.0%
+1,266.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | 0.0% | +3.9% |
| 7D | +13.6% | -4.1% | +17.8% | +13.7% |
| 30D | +20.8% | -22.7% | +43.5% | +21.2% |
| 3M | +16.1% | -62.5% | +78.6% | +14.4% |
| 6M | +137.3% | -99.5% | +236.8% | +144.5% |
| YTD | +193.8% | -99.7% | +293.5% | +205.3% |
| 1Y | +236.1% | -99.9% | +336.0% | +254.1% |
| 3Y | +267.1% | -100.0% | +367.1% | +316.0% |
| 5Y | +145.3% | -100.0% | +245.3% | +179.3% |
| All | +1,166.1% | -100.0% | +1,266.1% | +1,446.3% |
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 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