-66.2%
ZM vs MLM
+41.9%
-108.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.1% | +2.7% |
| 7D | +2.9% | -2.9% | +5.9% | +4.3% |
| 30D | +0.7% | -6.8% | +7.5% | +3.9% |
| 3M | -3.7% | -11.2% | +7.5% | +0.6% |
| 6M | +29.9% | -21.8% | +51.7% | +43.7% |
| YTD | +17.4% | -17.0% | +34.4% | +24.9% |
| 1Y | +22.4% | -16.4% | +38.8% | +29.3% |
| 3Y | +41.3% | +14.5% | +26.8% | +18.0% |
| All | -66.2% | +41.9% | -108.1% | -76.6% |
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 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