+47.9%
ZM vs MLM
+165.8%
-117.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.4% | +1.7% |
| 7D | -0.3% | -3.8% | +3.6% | +0.2% |
| 30D | -6.2% | +11.0% | -17.2% | -7.5% |
| 3M | -12.2% | -3.1% | -9.2% | -12.0% |
| 6M | -16.0% | -9.8% | -6.2% | -15.2% |
| YTD | +6.3% | -14.4% | +20.6% | +7.9% |
| 1Y | +12.3% | -12.6% | +24.8% | +13.6% |
| 3Y | +51.2% | +19.7% | +31.5% | +46.6% |
| 5Y | -64.5% | +29.8% | -94.3% | -67.5% |
| All | +47.9% | +165.8% | -117.9% | +73.0% |
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