-5.6%
MDB vs ZM
+30.9%
-36.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.8% | +1.4% | -0.5% |
| 7D | -18.0% | +1.6% | -19.6% | -19.0% |
| 30D | -10.7% | -7.7% | -3.0% | -6.5% |
| 3M | +1.0% | -4.7% | +5.6% | +3.6% |
| 6M | +31.6% | +24.4% | +7.2% | +16.3% |
| YTD | -15.2% | +11.8% | -26.9% | -20.8% |
| 1Y | +10.1% | +13.4% | -3.2% | +1.2% |
| 3Y | -5.6% | +33.8% | -39.5% | -21.0% |
| All | -5.6% | +30.9% | -36.5% | -21.0% |
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