+61.0%
ZM vs MLM
+157.1%
-96.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.9% | +2.2% |
| 7D | +11.0% | -0.9% | +11.9% | +11.2% |
| 30D | +5.6% | +9.0% | -3.4% | +4.4% |
| 3M | -9.1% | -5.6% | -3.6% | -8.6% |
| 6M | -2.6% | -10.7% | +8.1% | -1.6% |
| YTD | +15.7% | -17.2% | +32.8% | +17.9% |
| 1Y | +18.8% | -14.2% | +33.0% | +20.4% |
| 3Y | +62.2% | +15.6% | +46.6% | +57.9% |
| 5Y | -60.9% | +26.2% | -87.1% | -63.9% |
| All | +61.0% | +157.1% | -96.1% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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