+230.7%
MNST vs ZM
+41.1%
+189.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.3% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | +4.6% | -6.2% | +10.8% | +5.0% |
| 3M | +1.0% | -12.2% | +13.3% | +1.9% |
| 6M | +5.8% | -16.0% | +21.8% | +6.8% |
| YTD | +19.1% | +6.3% | +12.8% | +17.5% |
| 1Y | +30.9% | +12.3% | +18.6% | +28.5% |
| 3Y | +65.7% | +51.2% | +14.5% | +57.5% |
| 5Y | +99.0% | -64.5% | +163.5% | +101.8% |
| All | +230.7% | +41.1% | +189.6% | +200.1% |
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