+291.4%
MRVL vs ZM
-67.6%
+359.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.5% | +4.4% |
| 7D | +13.8% | +0.3% | +13.5% | +13.6% |
| 30D | +12.7% | -10.3% | +23.0% | +17.9% |
| 3M | -11.9% | -0.7% | -11.2% | -13.1% |
| 6M | +153.8% | +24.8% | +129.0% | +119.9% |
| YTD | +177.0% | +11.5% | +165.5% | +150.4% |
| 1Y | +252.3% | +12.3% | +240.0% | +214.8% |
| 3Y | +325.5% | +33.5% | +292.1% | +234.6% |
| All | +291.4% | -67.6% | +359.0% | +319.8% |
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