+2,328.5%
MU vs ZM
+48.0%
+2,280.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.0% | +2.8% |
| 7D | +7.5% | +0.3% | +7.2% | +7.5% |
| 30D | +19.4% | -10.3% | +29.6% | +21.2% |
| 3M | +9.8% | -0.7% | +10.5% | +9.2% |
| 6M | +164.1% | +24.8% | +139.3% | +151.5% |
| YTD | +260.3% | +11.5% | +248.8% | +247.9% |
| 1Y | +661.2% | +12.3% | +648.8% | +632.9% |
| 3Y | +1,380.8% | +33.5% | +1,347.4% | +1,274.1% |
| 5Y | +1,346.4% | -67.5% | +1,413.9% | +1,361.6% |
| All | +2,328.5% | +48.0% | +2,280.5% | +2,034.9% |
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