+58.1%
MP vs ZM
-66.0%
+124.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | 0.0% |
| 7D | -2.9% | +2.9% | -5.8% | -4.0% |
| 30D | +13.8% | +0.7% | +13.1% | +13.1% |
| 3M | -16.7% | -3.7% | -13.0% | -16.0% |
| 6M | -11.5% | +29.9% | -41.4% | -22.5% |
| YTD | +7.9% | +17.4% | -9.5% | -3.0% |
| 1Y | -15.0% | +22.4% | -37.4% | -25.7% |
| 3Y | +153.5% | +41.3% | +112.2% | +101.0% |
| All | +58.1% | -66.0% | +124.2% | +114.7% |
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