-68.3%
ZM vs MTB
+101.1%
-169.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.9% |
| 7D | -2.7% | -0.4% | -2.3% | -2.6% |
| 30D | -10.0% | -4.6% | -5.4% | -8.6% |
| 3M | +1.6% | +7.4% | -5.8% | -0.9% |
| 6M | +25.0% | +18.7% | +6.3% | +17.4% |
| YTD | +10.6% | +21.1% | -10.4% | +2.8% |
| 1Y | +14.0% | +24.1% | -10.1% | +4.9% |
| 3Y | +32.5% | +115.3% | -82.9% | -0.4% |
| 5Y | -68.3% | +106.0% | -174.4% | -74.2% |
| All | -68.3% | +101.1% | -169.4% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling