-7.7%
MDB vs ZM
+8.0%
-15.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -16.5% | -8.4% | -8.1% | -11.3% |
| 30D | -8.6% | -1.9% | -6.7% | -6.7% |
| 3M | -13.6% | -10.1% | -3.5% | -7.2% |
| 6M | +24.1% | -13.9% | +37.9% | +35.9% |
| YTD | -21.8% | +6.4% | -28.2% | -19.6% |
| 1Y | -7.7% | +9.6% | -17.3% | -5.4% |
| All | -7.7% | +8.0% | -15.8% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling