+54.1%
ZM vs MGY
+127.2%
-73.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -5.7% | +3.5% | -9.2% | -5.8% |
| 30D | -9.1% | +5.3% | -14.4% | -9.2% |
| 3M | +3.5% | +2.6% | +0.9% | +3.4% |
| 6M | +25.7% | -3.3% | +29.0% | +25.7% |
| YTD | +10.8% | +29.2% | -18.5% | +9.9% |
| 1Y | +12.8% | +18.0% | -5.3% | +12.2% |
| 3Y | +33.1% | +30.0% | +3.1% | +32.1% |
| 5Y | -68.3% | +92.7% | -161.0% | -67.2% |
| All | +54.1% | +127.2% | -73.1% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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