+33.0%
MET vs ZM
+8.0%
+25.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +3.9% | -8.4% | +12.3% | +4.6% |
| 30D | +6.8% | -1.9% | +8.7% | +6.9% |
| 3M | +7.7% | -10.1% | +17.7% | +8.4% |
| 6M | +32.9% | -13.9% | +46.8% | +34.1% |
| YTD | +33.9% | +6.4% | +27.5% | +28.9% |
| 1Y | +33.0% | +9.6% | +23.5% | +26.8% |
| All | +33.0% | +8.0% | +25.0% | +26.8% |
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