+719.1%
MPC vs ZM
+41.1%
+678.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +4.6% |
| 7D | -9.4% | -0.3% | -9.1% | -9.4% |
| 30D | -14.3% | -6.2% | -8.1% | -14.4% |
| 3M | +31.1% | -12.2% | +43.3% | +30.9% |
| 6M | +60.3% | -16.0% | +76.3% | +59.9% |
| YTD | +142.5% | +6.3% | +136.2% | +143.3% |
| 1Y | +104.6% | +12.3% | +92.3% | +105.5% |
| 3Y | +191.7% | +51.2% | +140.5% | +196.5% |
| 5Y | +549.2% | -64.5% | +613.7% | +493.1% |
| All | +719.1% | +41.1% | +678.0% | +676.0% |
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