+158.0%
MRK vs ZM
+47.0%
+111.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.5% |
| 7D | -4.3% | -5.7% | +1.4% | -4.2% |
| 30D | +8.3% | -9.1% | +17.4% | +8.3% |
| 3M | +20.0% | +3.5% | +16.5% | +20.1% |
| 6M | +25.7% | +25.7% | 0.0% | +25.6% |
| YTD | +38.7% | +10.8% | +28.0% | +38.7% |
| 1Y | +74.7% | +12.8% | +61.9% | +74.5% |
| 3Y | +45.4% | +33.1% | +12.2% | +45.2% |
| 5Y | +129.0% | -68.3% | +197.3% | +127.1% |
| All | +158.0% | +47.0% | +111.0% | +133.4% |
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