+65.0%
MET vs ZM
+34.4%
+30.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | -1.4% | -10.3% | +8.9% | +0.4% |
| 3M | +12.5% | -0.7% | +13.2% | +12.1% |
| 6M | +37.1% | +24.8% | +12.3% | +28.1% |
| YTD | +23.8% | +11.5% | +12.3% | +18.0% |
| 1Y | +24.1% | +12.3% | +11.8% | +17.7% |
| All | +65.0% | +34.4% | +30.6% | +44.9% |
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