+170.7%
MET vs ZM
+48.4%
+122.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.8% | +2.7% | -2.1% |
| 7D | +1.1% | +1.6% | -0.5% | +1.1% |
| 30D | -2.3% | -7.7% | +5.4% | -2.2% |
| 3M | +13.9% | -4.7% | +18.5% | +13.9% |
| 6M | +34.8% | +24.4% | +10.4% | +34.1% |
| YTD | +23.5% | +11.8% | +11.8% | +23.1% |
| 1Y | +23.4% | +13.4% | +10.0% | +22.9% |
| 3Y | +64.9% | +33.8% | +31.0% | +63.8% |
| 5Y | +82.0% | -67.2% | +149.2% | +65.4% |
| All | +170.7% | +48.4% | +122.3% | +153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling