+717.0%
MPC vs ZM
+55.9%
+661.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -2.9% | +0.3% |
| 7D | +5.4% | +2.9% | +2.5% | +5.5% |
| 30D | +31.0% | +0.7% | +30.3% | +31.0% |
| 3M | +46.0% | -3.7% | +49.7% | +46.0% |
| 6M | +77.3% | +29.9% | +47.4% | +78.4% |
| YTD | +141.9% | +17.4% | +124.5% | +142.9% |
| 1Y | +120.9% | +22.4% | +98.5% | +122.1% |
| 3Y | +182.7% | +41.3% | +141.4% | +185.5% |
| 5Y | +646.4% | -66.0% | +712.5% | +573.2% |
| All | +717.0% | +55.9% | +661.1% | +674.9% |
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