-99.5%
ZCMD vs MDY
+10.5%
-110.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +5.0% |
| 7D | -4.1% | -0.8% | -3.4% | -3.5% |
| 30D | -22.7% | -3.9% | -18.9% | -19.7% |
| 3M | -62.5% | 0.0% | -62.4% | -62.2% |
| 6M | -99.5% | +8.5% | -108.0% | -99.5% |
| All | -99.5% | +10.5% | -110.0% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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