+83.0%
MET vs ZM
-67.6%
+150.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | 0.0% |
| 3M | +12.5% | -0.7% | +13.2% | +12.2% |
| 6M | +37.1% | +24.8% | +12.3% | +31.1% |
| YTD | +23.8% | +11.5% | +12.3% | +20.0% |
| 1Y | +24.1% | +12.3% | +11.8% | +20.0% |
| 3Y | +65.2% | +33.5% | +31.7% | +53.7% |
| All | +83.0% | -67.6% | +150.6% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling