+47.9%
MMM vs ZM
-64.6%
+112.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | +7.0% | -1.0% | +8.0% | +7.1% |
| 30D | +18.4% | -7.0% | +25.4% | +19.4% |
| 3M | +4.5% | -15.2% | +19.7% | +6.5% |
| 6M | +33.4% | -16.8% | +50.2% | +35.9% |
| YTD | +20.0% | +5.4% | +14.6% | +16.8% |
| 1Y | +15.0% | +9.3% | +5.7% | +11.2% |
| 3Y | +165.0% | +46.5% | +118.5% | +141.6% |
| 5Y | +47.9% | -63.8% | +111.7% | +41.2% |
| All | +47.9% | -64.6% | +112.5% | +41.2% |
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