+2,302.1%
MU vs ZM
+55.9%
+2,246.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.2% |
| 6M | +153.8% | +29.9% | +123.9% | +140.2% |
| YTD | +256.4% | +17.4% | +239.0% | +241.4% |
| 1Y | +719.8% | +22.4% | +697.4% | +678.5% |
| 3Y | +1,360.4% | +41.3% | +1,319.1% | +1,243.2% |
| 5Y | +1,312.4% | -66.0% | +1,378.5% | +1,316.5% |
| All | +2,302.1% | +55.9% | +2,246.2% | +1,994.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling