+26.1%
MMM vs ZM
-67.1%
+93.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -2.6% | +0.3% | -2.9% | -2.6% |
| 30D | -9.3% | -10.3% | +1.0% | -8.1% |
| 3M | +5.6% | -0.7% | +6.3% | +5.3% |
| 6M | +9.5% | +24.8% | -15.4% | +4.7% |
| YTD | +4.1% | +11.5% | -7.3% | +0.9% |
| 1Y | +9.4% | +12.3% | -3.0% | +5.7% |
| 3Y | +101.0% | +33.5% | +67.5% | +86.4% |
| 5Y | +26.1% | -67.5% | +93.6% | +21.2% |
| All | +26.1% | -67.1% | +93.2% | +21.2% |
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