-10.4%
MDB vs ZM
+48.0%
-58.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +3.3% |
| 7D | -0.9% | -0.3% | -0.6% | -0.6% |
| 30D | -15.2% | -6.2% | -9.0% | -11.0% |
| 3M | -17.9% | -12.2% | -5.7% | -10.3% |
| 6M | +9.3% | -16.0% | +25.3% | +22.6% |
| YTD | -22.0% | +6.3% | -28.3% | -23.9% |
| 1Y | -9.3% | +12.3% | -21.6% | -14.8% |
| 3Y | -10.4% | +51.2% | -61.6% | -23.4% |
| All | -10.4% | +48.0% | -58.4% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling