+169.7%
MDB vs ZM
+50.9%
+118.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.9% | -6.0% | -2.4% |
| 7D | +3.0% | +6.8% | -3.8% | -0.7% |
| 30D | -11.3% | +0.1% | -11.5% | -11.0% |
| 3M | -23.0% | -7.5% | -15.5% | -19.4% |
| 6M | +14.8% | -8.4% | +23.2% | +21.2% |
| YTD | -19.4% | +13.7% | -33.1% | -24.9% |
| 1Y | -9.0% | +15.9% | -24.9% | -16.4% |
| 3Y | -10.3% | +58.0% | -68.3% | -30.8% |
| 5Y | -38.4% | -60.4% | +22.0% | -13.1% |
| All | +169.7% | +50.9% | +118.8% | +99.9% |
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