+63.4%
ZM vs MTB
+80.8%
-17.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.3% | +3.2% |
| 7D | +2.9% | +1.7% | +1.2% | +3.0% |
| 30D | +0.7% | -4.2% | +4.9% | +0.5% |
| 3M | -3.7% | +8.9% | -12.6% | -3.3% |
| 6M | +29.9% | +10.9% | +19.0% | +30.5% |
| YTD | +17.4% | +21.5% | -4.1% | +18.6% |
| 1Y | +22.4% | +21.9% | +0.5% | +23.5% |
| 3Y | +41.3% | +109.2% | -68.0% | +50.6% |
| 5Y | -66.0% | +102.0% | -168.0% | -62.5% |
| All | +63.4% | +80.8% | -17.4% | +144.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling