+156.5%
MTZ vs ZM
+38.4%
+118.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.1% | +1.7% |
| 7D | -1.6% | +2.9% | -4.5% | -2.0% |
| 30D | -11.1% | +0.7% | -11.8% | -11.3% |
| 3M | -36.7% | -3.7% | -33.0% | -36.1% |
| 6M | -21.9% | +29.9% | -51.8% | -27.3% |
| YTD | +9.1% | +17.4% | -8.3% | +3.3% |
| 1Y | +30.0% | +22.4% | +7.6% | +20.7% |
| All | +156.5% | +38.4% | +118.0% | +116.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling