+3.0%
MCHP vs ZM
-68.2%
+71.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.6% |
| 7D | 0.0% | -5.7% | +5.7% | +2.1% |
| 30D | -6.0% | -9.1% | +3.1% | -3.2% |
| 3M | -19.7% | +3.5% | -23.2% | -21.5% |
| 6M | +14.0% | +25.7% | -11.6% | +1.8% |
| YTD | +18.4% | +10.8% | +7.7% | +9.4% |
| 1Y | +17.1% | +12.8% | +4.3% | +7.1% |
| 3Y | +0.7% | +33.1% | -32.4% | -15.3% |
| All | +3.0% | -68.2% | +71.2% | +8.7% |
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 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