+43.7%
ZM vs MLM
+20.9%
+22.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.2% | +1.9% | -2.3% |
| 7D | -9.1% | -1.2% | -7.8% | -8.8% |
| 30D | -5.7% | +7.9% | -13.6% | -7.3% |
| 3M | -11.7% | -4.5% | -7.3% | -11.1% |
| 6M | -18.6% | -12.6% | -5.9% | -16.7% |
| YTD | +2.9% | -14.9% | +17.8% | +5.6% |
| 1Y | +6.3% | -13.1% | +19.4% | +8.3% |
| All | +43.7% | +20.9% | +22.7% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling