+263.0%
MARA vs ZM
+47.0%
+216.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +5.9% | -5.7% | +11.6% | +9.0% |
| 30D | +24.3% | -9.1% | +33.4% | +30.0% |
| 3M | -12.0% | +3.5% | -15.5% | -15.1% |
| 6M | +40.1% | +25.7% | +14.4% | +19.3% |
| YTD | +33.4% | +10.8% | +22.7% | +19.4% |
| 1Y | -23.7% | +12.8% | -36.5% | -32.8% |
| 3Y | +19.0% | +33.1% | -14.2% | -2.2% |
| 5Y | -66.5% | -68.3% | +1.8% | -52.3% |
| All | +263.0% | +47.0% | +216.0% | +401.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 10y: compounded portfolio wealth divided by compounded ZM 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…
10y analysis · Full analysis span regression · 6 months rolling