-100.0%
ZCMD vs MDY
+98.7%
-198.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.3% |
| 7D | -4.1% | -0.8% | -3.4% | -4.0% |
| 30D | -22.7% | -3.9% | -18.9% | -21.8% |
| 3M | -62.5% | 0.0% | -62.4% | -62.4% |
| 6M | -99.5% | +8.5% | -108.0% | -99.5% |
| YTD | -99.7% | +13.2% | -113.0% | -99.7% |
| 1Y | -99.9% | +15.0% | -114.9% | -99.9% |
| 3Y | -100.0% | +49.6% | -149.6% | -100.0% |
| 5Y | -100.0% | +46.0% | -146.0% | -100.0% |
| All | -100.0% | +98.7% | -198.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling