-23.7%
MARA vs ZM
+13.6%
-37.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +5.9% | -5.7% | +11.6% | +6.9% |
| 30D | +24.3% | -9.1% | +33.4% | +25.7% |
| 3M | -12.0% | +3.5% | -15.5% | -13.0% |
| 6M | +40.1% | +25.7% | +14.4% | +30.3% |
| YTD | +33.4% | +10.8% | +22.7% | +28.4% |
| 1Y | -23.7% | +12.8% | -36.5% | -25.7% |
| All | -23.7% | +13.6% | -37.4% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling