+45.0%
ZM vs MLM
+159.4%
-114.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.4% |
| 7D | -5.9% | -4.1% | -1.8% | -5.4% |
| 30D | -5.2% | +8.2% | -13.3% | -6.2% |
| 3M | -11.3% | -3.6% | -7.7% | -10.9% |
| 6M | -14.5% | -15.6% | +1.1% | -12.9% |
| YTD | +4.2% | -16.4% | +20.6% | +6.1% |
| 1Y | +9.3% | -14.3% | +23.7% | +10.9% |
| 3Y | +45.4% | +19.3% | +26.1% | +41.0% |
| 5Y | -66.0% | +29.6% | -95.6% | -68.7% |
| All | +45.0% | +159.4% | -114.4% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling