+846.0%
MRVL vs ZM
+46.9%
+799.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | +8.7% | -2.7% | +11.4% | +9.5% |
| 30D | +6.9% | -10.0% | +16.9% | +9.7% |
| 3M | -10.1% | +1.6% | -11.7% | -11.3% |
| 6M | +143.4% | +25.0% | +118.5% | +125.4% |
| YTD | +167.5% | +10.6% | +156.8% | +154.5% |
| 1Y | +239.0% | +14.0% | +225.0% | +218.9% |
| 3Y | +311.0% | +32.5% | +278.5% | +266.6% |
| 5Y | +278.0% | -68.3% | +346.3% | +312.0% |
| All | +846.0% | +46.9% | +799.1% | +815.5% |
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