-68.3%
ZM vs MDY
+43.9%
-112.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.2% |
| 7D | -2.7% | -2.5% | -0.2% | -0.1% |
| 30D | -10.0% | -5.0% | -4.9% | -5.1% |
| 3M | +1.6% | +0.5% | +1.1% | +0.8% |
| 6M | +25.0% | +8.0% | +17.0% | +14.2% |
| YTD | +10.6% | +12.2% | -1.5% | -3.5% |
| 1Y | +14.0% | +14.0% | 0.0% | -2.4% |
| 3Y | +32.5% | +48.2% | -15.7% | -19.6% |
| 5Y | -68.3% | +46.1% | -114.4% | -80.8% |
| All | -68.3% | +43.9% | -112.3% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling