+63.4%
ZM vs MLM
+157.7%
-94.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.1% | +3.1% |
| 7D | +2.9% | -2.9% | +5.9% | +3.3% |
| 30D | +0.7% | -6.8% | +7.5% | +1.6% |
| 3M | -3.7% | -11.2% | +7.5% | -2.4% |
| 6M | +29.9% | -21.8% | +51.7% | +33.7% |
| YTD | +17.4% | -17.0% | +34.4% | +19.8% |
| 1Y | +22.4% | -16.4% | +38.8% | +24.7% |
| 3Y | +41.3% | +14.5% | +26.8% | +37.7% |
| 5Y | -66.0% | +41.7% | -107.8% | -68.1% |
| All | +63.4% | +157.7% | -94.3% | +92.1% |
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