-20.7%
MDLN vs ZM
+7.9%
-28.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -11.1% | -5.7% | -5.4% | -10.7% |
| 30D | -8.4% | -9.1% | +0.7% | -7.8% |
| 3M | -12.4% | +3.5% | -15.9% | -12.7% |
| 6M | -23.3% | +25.7% | -48.9% | -24.1% |
| YTD | -22.5% | +10.8% | -33.3% | -24.4% |
| All | -20.7% | +7.9% | -28.5% | -22.3% |
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 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