+1,739.4%
MU vs ZM
+53.5%
+1,685.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.7% | -2.9% |
| 7D | +12.8% | +11.0% | +1.8% | +10.9% |
| 30D | -14.9% | +5.6% | -20.5% | -15.4% |
| 3M | -18.0% | -9.1% | -8.9% | -16.8% |
| 6M | -3.1% | -2.6% | -0.6% | -3.3% |
| YTD | +172.9% | +15.7% | +157.2% | +162.5% |
| 1Y | +228.8% | +18.8% | +210.1% | +214.7% |
| 3Y | +950.8% | +62.2% | +888.7% | +848.6% |
| 5Y | +931.3% | -60.9% | +992.1% | +931.5% |
| All | +1,739.4% | +53.5% | +1,685.8% | +1,511.1% |
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