-68.0%
MARA vs ZM
-67.8%
-0.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.5% |
| 7D | -1.5% | -2.7% | +1.3% | +0.2% |
| 30D | +18.1% | -10.0% | +28.1% | +27.1% |
| 3M | -9.4% | +1.6% | -11.0% | -13.5% |
| 6M | +33.4% | +25.0% | +8.4% | +2.3% |
| YTD | +27.3% | +10.6% | +16.7% | +4.5% |
| 1Y | -27.9% | +14.0% | -41.9% | -43.2% |
| 3Y | +4.8% | +32.5% | -27.7% | -27.8% |
| 5Y | -68.0% | -68.3% | +0.3% | -50.0% |
| All | -68.0% | -67.8% | -0.2% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling