+258.5%
MARA vs ZM
+48.4%
+210.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.8% | +9.4% | +7.1% |
| 7D | +15.6% | +1.6% | +14.0% | +14.5% |
| 30D | +17.2% | -7.7% | +25.0% | +21.5% |
| 3M | -14.2% | -4.7% | -9.5% | -13.5% |
| 6M | +47.7% | +24.4% | +23.3% | +26.4% |
| YTD | +31.7% | +11.8% | +20.0% | +17.3% |
| 1Y | -22.2% | +13.4% | -35.5% | -31.6% |
| 3Y | +8.4% | +33.8% | -25.4% | -11.1% |
| 5Y | -68.3% | -67.2% | -1.1% | -55.4% |
| All | +258.5% | +48.4% | +210.1% | +393.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling