-5.0%
MRSH vs ZM
+33.5%
-38.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -4.8% | -5.7% | +0.9% | -4.4% |
| 30D | -6.3% | -9.1% | +2.8% | -5.8% |
| 3M | +5.8% | +3.5% | +2.3% | +5.3% |
| 6M | +2.8% | +25.7% | -22.9% | +1.1% |
| YTD | -3.1% | +10.8% | -13.9% | -4.5% |
| 1Y | -11.3% | +12.8% | -24.0% | -12.8% |
| 3Y | -5.0% | +33.1% | -38.1% | -11.1% |
| All | -5.0% | +33.5% | -38.5% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling