+46.6%
ZM vs MLM
+164.4%
-117.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -1.0% | -2.9% | +1.8% | -0.6% |
| 30D | -7.0% | +10.4% | -17.4% | -8.3% |
| 3M | -15.2% | -3.7% | -11.5% | -14.9% |
| 6M | -16.8% | -10.3% | -6.5% | -15.9% |
| YTD | +5.4% | -14.8% | +20.2% | +7.0% |
| 1Y | +9.3% | -13.9% | +23.2% | +10.9% |
| 3Y | +46.5% | +18.4% | +28.1% | +42.2% |
| 5Y | -63.8% | +31.8% | -95.6% | -66.7% |
| All | +46.6% | +164.4% | -117.8% | +71.6% |
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