+254.1%
MP vs ZM
-63.7%
+317.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.8% | +4.6% |
| 7D | -10.5% | -5.9% | -4.6% | -8.8% |
| 30D | -23.5% | -5.2% | -18.4% | -22.3% |
| 3M | -25.4% | -11.3% | -14.2% | -22.9% |
| 6M | -51.3% | -14.5% | -36.8% | -49.3% |
| YTD | -29.9% | +4.2% | -34.1% | -32.5% |
| 1Y | -31.8% | +9.3% | -41.2% | -35.4% |
| 3Y | +127.0% | +45.4% | +81.6% | +93.4% |
| 5Y | -3.3% | -66.0% | +62.8% | +6.9% |
| All | +254.1% | -63.7% | +317.8% | +316.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling