+713.9%
MCK vs ZM
+47.0%
+666.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.9% | -5.7% | +2.8% | -3.1% |
| 30D | +0.4% | -9.1% | +9.5% | +0.2% |
| 3M | +12.1% | +3.5% | +8.6% | +12.2% |
| 6M | -5.4% | +25.7% | -31.1% | -4.8% |
| YTD | +7.8% | +10.8% | -3.0% | +8.3% |
| 1Y | +22.9% | +12.8% | +10.2% | +23.6% |
| 3Y | +110.7% | +33.1% | +77.6% | +113.0% |
| 5Y | +346.2% | -68.3% | +414.5% | +334.2% |
| All | +713.9% | +47.0% | +666.9% | +690.6% |
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 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