+256.9%
MTZ vs ZM
+50.3%
+206.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +16.5% | +10.0% | +6.5% | +15.8% |
| 30D | -10.2% | -0.5% | -9.7% | -10.2% |
| 3M | -34.2% | -7.1% | -27.1% | -34.0% |
| 6M | -56.0% | -5.1% | -50.9% | -56.0% |
| YTD | -14.8% | +13.2% | -28.1% | -16.1% |
| 1Y | -7.2% | +15.3% | -22.6% | -8.8% |
| 3Y | +275.8% | +57.4% | +218.3% | +261.7% |
| 5Y | +93.5% | -61.7% | +155.2% | +82.1% |
| All | +256.9% | +50.3% | +206.5% | +242.6% |
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