+45.0%
ZM vs MOD
+487.3%
-442.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.7% | -4.5% | +0.9% |
| 7D | -5.9% | -25.5% | +19.7% | -4.8% |
| 30D | -5.2% | -49.0% | +43.8% | -2.6% |
| 3M | -11.3% | -49.8% | +38.5% | -8.9% |
| 6M | -14.5% | -64.8% | +50.3% | -11.4% |
| YTD | +4.2% | -27.6% | +31.8% | +4.4% |
| 1Y | +9.3% | -35.2% | +44.5% | +9.9% |
| 3Y | +45.4% | +137.1% | -91.7% | +38.1% |
| 5Y | -66.0% | +760.3% | -826.3% | -68.5% |
| All | +45.0% | +487.3% | -442.3% | +42.6% |
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