+212.7%
MNST vs ZM
+48.4%
+164.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -1.2% |
| 7D | -4.1% | +1.6% | -5.7% | -4.2% |
| 30D | -4.5% | -7.7% | +3.2% | -4.0% |
| 3M | -2.5% | -4.7% | +2.2% | -2.3% |
| 6M | +14.1% | +24.4% | -10.3% | +11.6% |
| YTD | +12.6% | +11.8% | +0.8% | +10.7% |
| 1Y | +36.9% | +13.4% | +23.6% | +34.4% |
| 3Y | +53.1% | +33.8% | +19.3% | +47.1% |
| 5Y | +78.2% | -67.2% | +145.4% | +81.1% |
| All | +212.7% | +48.4% | +164.3% | +182.9% |
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 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