+32.6%
MDT vs ZM
+47.0%
-14.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -3.4% | -5.7% | +2.3% | -3.2% |
| 30D | +0.2% | -9.1% | +9.3% | +0.5% |
| 3M | +14.3% | +3.5% | +10.7% | +14.1% |
| 6M | +4.0% | +25.7% | -21.7% | +3.0% |
| YTD | -3.7% | +10.8% | -14.4% | -4.3% |
| 1Y | -0.4% | +12.8% | -13.1% | -1.1% |
| 3Y | +23.3% | +33.1% | -9.8% | +21.4% |
| 5Y | -18.9% | -68.3% | +49.4% | -23.1% |
| All | +32.6% | +47.0% | -14.4% | +28.3% |
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 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