+63.4%
ZM vs MOD
+1,083.3%
-1,019.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.3% | -1.1% | +3.1% |
| 7D | +2.9% | +9.6% | -6.6% | +2.6% |
| 30D | +0.7% | 0.0% | +0.7% | +0.7% |
| 3M | -3.7% | -35.4% | +31.7% | -2.4% |
| 6M | +29.9% | -7.3% | +37.2% | +29.4% |
| YTD | +17.4% | +45.8% | -28.4% | +14.6% |
| 1Y | +22.4% | +43.1% | -20.7% | +19.2% |
| 3Y | +41.3% | +297.7% | -256.4% | +31.1% |
| 5Y | -66.0% | +1,478.8% | -1,544.8% | -69.5% |
| All | +63.4% | +1,083.3% | -1,019.9% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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