+55.5%
ZM vs MKC
-21.5%
+77.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.8% |
| 7D | +1.6% | -4.3% | +6.0% | +2.1% |
| 30D | -7.7% | -2.0% | -5.7% | -7.5% |
| 3M | -4.7% | +10.0% | -14.7% | -5.6% |
| 6M | +24.4% | -18.5% | +43.0% | +27.0% |
| YTD | +11.8% | -22.4% | +34.2% | +14.5% |
| 1Y | +13.4% | -23.6% | +37.0% | +16.2% |
| 3Y | +33.8% | -30.4% | +64.3% | +38.1% |
| 5Y | -67.2% | -34.2% | -33.0% | -66.0% |
| All | +55.5% | -21.5% | +77.1% | +78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling