-0.4%
MDT vs ZM
+13.6%
-14.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -3.4% | -5.7% | +2.3% | -3.4% |
| 30D | +0.2% | -9.1% | +9.3% | +0.3% |
| 3M | +14.3% | +3.5% | +10.7% | +14.3% |
| 6M | +4.0% | +25.7% | -21.7% | +2.8% |
| YTD | -3.7% | +10.8% | -14.4% | -4.6% |
| 1Y | -0.4% | +12.8% | -13.1% | -2.3% |
| All | -0.4% | +13.6% | -14.0% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling