+30.0%
MTZ vs ZM
+21.7%
+8.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.1% | +2.4% |
| 7D | -1.6% | +2.9% | -4.5% | -1.3% |
| 30D | -11.1% | +0.7% | -11.8% | -11.0% |
| 3M | -36.7% | -3.7% | -33.0% | -35.6% |
| 6M | -21.9% | +29.9% | -51.8% | -20.3% |
| YTD | +9.1% | +17.4% | -8.3% | +11.4% |
| 1Y | +30.0% | +22.4% | +7.6% | +33.3% |
| All | +30.0% | +21.7% | +8.3% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling