+601.0%
MPC vs ZM
-60.9%
+661.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.2% |
| 7D | +11.2% | +11.0% | +0.2% | +10.1% |
| 30D | -14.5% | +5.6% | -20.1% | -15.0% |
| 3M | +16.7% | -9.1% | +25.8% | +17.5% |
| 6M | +67.6% | -2.6% | +70.1% | +67.3% |
| YTD | +157.9% | +15.7% | +142.3% | +152.4% |
| 1Y | +116.7% | +18.8% | +97.9% | +111.2% |
| 3Y | +199.8% | +62.2% | +137.6% | +182.8% |
| All | +601.0% | -60.9% | +661.9% | +493.8% |
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