+54.1%
ZM vs MTB
+80.8%
-26.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -5.7% | 0.0% | -5.7% | -5.7% |
| 30D | -9.1% | -4.8% | -4.3% | -9.3% |
| 3M | +3.5% | +6.0% | -2.4% | +3.8% |
| 6M | +25.7% | +19.6% | +6.1% | +26.7% |
| YTD | +10.8% | +21.5% | -10.7% | +11.8% |
| 1Y | +12.8% | +24.7% | -11.9% | +13.9% |
| 3Y | +33.1% | +108.6% | -75.4% | +41.8% |
| 5Y | -68.3% | +106.7% | -175.0% | -64.7% |
| All | +54.1% | +80.8% | -26.7% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling