+374.6%
MTZ vs ZM
+48.4%
+326.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.8% | +8.6% | +4.1% |
| 7D | +3.6% | +1.6% | +1.9% | +3.4% |
| 30D | -9.6% | -7.7% | -1.9% | -9.3% |
| 3M | -31.9% | -4.7% | -27.3% | -31.8% |
| 6M | -13.8% | +24.4% | -38.2% | -15.4% |
| YTD | +13.3% | +11.8% | +1.5% | +11.7% |
| 1Y | +39.3% | +13.4% | +25.9% | +37.1% |
| 3Y | +168.3% | +33.8% | +134.5% | +160.2% |
| 5Y | +166.4% | -67.2% | +233.6% | +149.7% |
| All | +374.6% | +48.4% | +326.2% | +356.2% |
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