-60.4%
ZM vs MLM
+30.7%
-91.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.8% | +8.7% | +8.2% |
| 7D | +6.8% | -5.8% | +12.6% | +9.7% |
| 30D | +0.1% | +9.8% | -9.7% | -4.5% |
| 3M | -7.5% | -5.2% | -2.3% | -5.7% |
| 6M | -8.4% | -10.3% | +1.8% | -5.4% |
| YTD | +13.7% | -15.5% | +29.1% | +19.6% |
| 1Y | +15.9% | -15.0% | +31.0% | +21.6% |
| 3Y | +58.0% | +17.5% | +40.6% | +28.6% |
| 5Y | -60.4% | +30.5% | -90.9% | -73.5% |
| All | -60.4% | +30.7% | -91.1% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling