+70.8%
MCHP vs ZM
+48.0%
+22.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | -9.8% | -10.3% | +0.5% | -7.9% |
| 3M | -19.7% | -0.7% | -19.0% | -20.0% |
| 6M | +13.6% | +24.8% | -11.2% | +7.1% |
| YTD | +16.5% | +11.5% | +5.1% | +11.7% |
| 1Y | +15.7% | +12.3% | +3.4% | +10.6% |
| 3Y | 0.0% | +33.5% | -33.5% | -8.2% |
| 5Y | +4.4% | -67.5% | +71.9% | +8.9% |
| All | +70.8% | +48.0% | +22.8% | +53.6% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling