+19.6%
MMM vs ZM
+55.9%
-36.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.1% | +0.1% |
| 7D | -3.3% | +2.9% | -6.3% | -3.4% |
| 30D | -7.0% | +0.7% | -7.7% | -7.1% |
| 3M | +10.8% | -3.7% | +14.5% | +10.9% |
| 6M | +5.8% | +29.9% | -24.1% | +5.0% |
| YTD | +6.8% | +17.4% | -10.7% | +6.2% |
| 1Y | +10.4% | +22.4% | -12.0% | +9.6% |
| 3Y | +104.7% | +41.3% | +63.4% | +102.4% |
| 5Y | +23.6% | -66.0% | +89.6% | +13.5% |
| All | +19.6% | +55.9% | -36.3% | +23.8% |
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 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