+1,371.2%
MU vs ZM
+38.4%
+1,332.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.3% | +2.8% | +5.6% |
| 7D | +9.0% | +2.9% | +6.0% | +8.5% |
| 30D | +13.8% | +0.7% | +13.1% | +13.5% |
| 3M | +2.1% | -3.7% | +5.8% | +3.6% |
| 6M | +153.8% | +29.9% | +123.9% | +136.9% |
| YTD | +256.4% | +17.4% | +239.0% | +238.5% |
| 1Y | +719.8% | +22.4% | +697.4% | +665.7% |
| All | +1,371.2% | +38.4% | +1,332.8% | +1,192.6% |
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 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