+166.5%
MDB vs ZM
+53.5%
+113.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.8% | -2.8% |
| 7D | +6.8% | +11.0% | -4.2% | +0.8% |
| 30D | -6.2% | +5.6% | -11.8% | -8.6% |
| 3M | -29.2% | -9.1% | -20.1% | -25.3% |
| 6M | +10.3% | -2.6% | +12.9% | +12.9% |
| YTD | -20.4% | +15.7% | -36.0% | -26.5% |
| 1Y | -4.8% | +18.8% | -23.6% | -13.7% |
| 3Y | -11.6% | +62.2% | -73.8% | -32.7% |
| 5Y | -41.0% | -60.9% | +19.8% | -16.8% |
| All | +166.5% | +53.5% | +113.0% | +95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling