+101.3%
MNST vs ZM
-65.8%
+167.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.6% | -4.6% |
| 7D | -3.4% | -5.9% | +2.5% | -2.7% |
| 30D | +6.6% | -5.2% | +11.8% | +7.2% |
| 3M | -2.9% | -11.3% | +8.4% | -1.8% |
| 6M | +18.4% | -14.5% | +33.0% | +20.0% |
| YTD | +19.3% | +4.2% | +15.1% | +16.7% |
| 1Y | +37.9% | +9.3% | +28.6% | +33.7% |
| 3Y | +62.9% | +45.4% | +17.5% | +48.3% |
| All | +101.3% | -65.8% | +167.1% | +115.9% |
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 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