+102.7%
MO vs ZM
-68.2%
+170.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.1% | -5.7% | +5.8% | +0.2% |
| 30D | +7.1% | -9.1% | +16.2% | +7.2% |
| 3M | -2.0% | +3.5% | -5.5% | -2.1% |
| 6M | +7.3% | +25.7% | -18.4% | +6.8% |
| YTD | +23.5% | +10.8% | +12.7% | +23.1% |
| 1Y | +11.0% | +12.8% | -1.8% | +10.6% |
| 3Y | +95.0% | +33.1% | +61.9% | +92.6% |
| All | +102.7% | -68.2% | +170.9% | +87.7% |
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