+735.7%
MPC vs ZM
+48.4%
+687.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.8% | +7.1% | +2.2% |
| 7D | +3.9% | +1.6% | +2.2% | +3.9% |
| 30D | +33.8% | -7.7% | +41.5% | +33.6% |
| 3M | +49.9% | -4.7% | +54.5% | +49.8% |
| 6M | +80.9% | +24.4% | +56.5% | +81.9% |
| YTD | +147.4% | +11.8% | +135.7% | +148.3% |
| 1Y | +123.2% | +13.4% | +109.8% | +124.1% |
| 3Y | +171.7% | +33.8% | +137.9% | +174.2% |
| 5Y | +678.6% | -67.2% | +745.7% | +603.0% |
| All | +735.7% | +48.4% | +687.3% | +692.1% |
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