+1,530.7%
MU vs ZM
+38.3%
+1,492.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +3.9% | +4.9% |
| 7D | -22.0% | -5.9% | -16.1% | -21.1% |
| 30D | -36.6% | -5.2% | -31.4% | -35.9% |
| 3M | -21.7% | -11.3% | -10.4% | -20.2% |
| 6M | +3.5% | -14.5% | +18.0% | +5.5% |
| YTD | +141.9% | +4.2% | +137.8% | +136.7% |
| 1Y | +189.8% | +9.3% | +180.5% | +180.9% |
| 3Y | +855.4% | +45.4% | +810.0% | +777.5% |
| 5Y | +869.2% | -66.0% | +935.2% | +887.4% |
| All | +1,530.7% | +38.3% | +1,492.4% | +1,352.3% |
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