+210.4%
MNST vs ZM
+48.0%
+162.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -3.6% | +0.3% | -3.9% | -3.6% |
| 30D | -6.3% | -10.3% | +4.0% | -5.6% |
| 3M | -5.0% | -0.7% | -4.3% | -5.1% |
| 6M | +13.1% | +24.8% | -11.7% | +10.6% |
| YTD | +11.8% | +11.5% | +0.3% | +10.0% |
| 1Y | +35.2% | +12.3% | +22.9% | +32.8% |
| 3Y | +52.0% | +33.5% | +18.5% | +46.1% |
| 5Y | +77.9% | -67.5% | +145.3% | +80.8% |
| All | +210.4% | +48.0% | +162.5% | +180.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling