+171.0%
MDB vs ZM
+50.3%
+120.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +11.6% | +10.0% | +1.6% | +5.8% |
| 30D | -8.9% | -0.5% | -8.5% | -8.3% |
| 3M | -22.4% | -7.1% | -15.3% | -18.9% |
| 6M | +10.1% | -5.1% | +15.2% | +14.3% |
| YTD | -19.0% | +13.2% | -32.3% | -24.4% |
| 1Y | -7.0% | +15.3% | -22.4% | -14.3% |
| 3Y | -9.8% | +57.4% | -67.3% | -30.3% |
| 5Y | -40.1% | -61.7% | +21.6% | -14.5% |
| All | +171.0% | +50.3% | +120.7% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling