+248.6%
MTZ vs ZM
+39.9%
+208.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.5% | -4.3% |
| 7D | -8.7% | -1.0% | -7.7% | -8.6% |
| 30D | -15.0% | -7.0% | -8.0% | -14.6% |
| 3M | -32.6% | -15.2% | -17.4% | -32.0% |
| 6M | -56.3% | -16.8% | -39.6% | -56.0% |
| YTD | -16.8% | +5.4% | -22.2% | -17.7% |
| 1Y | -10.0% | +9.3% | -19.4% | -11.3% |
| 3Y | +267.1% | +46.5% | +220.6% | +254.9% |
| 5Y | +89.9% | -63.8% | +153.7% | +79.6% |
| All | +248.6% | +39.9% | +208.8% | +236.2% |
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