+54.1%
ZM vs MKC
-22.4%
+76.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -5.7% | -1.5% | -4.2% | -5.5% |
| 30D | -9.1% | -3.1% | -6.0% | -8.8% |
| 3M | +3.5% | +5.2% | -1.7% | +3.0% |
| 6M | +25.7% | -12.8% | +38.5% | +27.3% |
| YTD | +10.8% | -23.3% | +34.0% | +13.6% |
| 1Y | +12.8% | -24.1% | +36.9% | +15.7% |
| 3Y | +33.1% | -32.1% | +65.2% | +37.7% |
| 5Y | -68.3% | -32.8% | -35.5% | -67.2% |
| All | +54.1% | -22.4% | +76.6% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling