+16.6%
MMM vs ZM
+48.0%
-31.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -2.6% | +0.3% | -2.9% | -2.6% |
| 30D | -9.3% | -10.3% | +1.0% | -9.1% |
| 3M | +5.6% | -0.7% | +6.3% | +5.6% |
| 6M | +9.5% | +24.8% | -15.4% | +8.7% |
| YTD | +4.1% | +11.5% | -7.3% | +3.7% |
| 1Y | +9.4% | +12.3% | -3.0% | +8.8% |
| 3Y | +101.0% | +33.5% | +67.5% | +99.0% |
| 5Y | +26.1% | -67.5% | +93.6% | +16.1% |
| All | +16.6% | +48.0% | -31.3% | +20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling