+267.3%
MP vs ZM
-60.4%
+327.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.9% | -7.1% | -1.7% |
| 7D | +2.3% | +6.8% | -4.5% | +0.3% |
| 30D | -15.3% | +0.1% | -15.4% | -15.4% |
| 3M | -33.5% | -7.5% | -26.0% | -32.2% |
| 6M | -45.5% | -8.4% | -37.1% | -44.5% |
| YTD | -27.3% | +13.7% | -41.0% | -31.8% |
| 1Y | -40.7% | +15.9% | -56.7% | -44.8% |
| 3Y | +145.9% | +58.0% | +87.8% | +104.1% |
| 5Y | -13.9% | -60.4% | +46.5% | -8.1% |
| All | +267.3% | -60.4% | +327.7% | +320.1% |
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