+277.5%
MP vs ZM
-62.9%
+340.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.0% | +4.6% | +6.0% |
| 7D | -1.6% | -0.3% | -1.3% | -1.4% |
| 30D | -18.2% | -6.2% | -12.0% | -16.6% |
| 3M | -26.1% | -12.2% | -13.9% | -23.4% |
| 6M | -44.0% | -16.0% | -28.0% | -41.4% |
| YTD | -25.3% | +6.3% | -31.6% | -28.4% |
| 1Y | -35.6% | +12.3% | -47.8% | -39.4% |
| 3Y | +147.1% | +51.2% | +95.8% | +108.0% |
| 5Y | -11.3% | -64.5% | +53.2% | -2.7% |
| All | +277.5% | -62.9% | +340.4% | +341.0% |
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