+34.0%
MMM vs ZM
+50.9%
-16.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.9% | -8.1% | -0.4% |
| 7D | -2.6% | +6.8% | -9.4% | -2.7% |
| 30D | +17.4% | +0.1% | +17.3% | +17.4% |
| 3M | +3.6% | -7.5% | +11.1% | +3.7% |
| 6M | +33.0% | -8.4% | +41.5% | +33.1% |
| YTD | +19.6% | +13.7% | +6.0% | +19.0% |
| 1Y | +14.0% | +15.9% | -1.9% | +13.4% |
| 3Y | +164.3% | +58.0% | +106.3% | +161.5% |
| 5Y | +49.3% | -60.4% | +109.7% | +39.1% |
| All | +34.0% | +50.9% | -16.9% | +38.8% |
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 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