+54.1%
ZM vs MTCH
-24.7%
+78.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.4% |
| 7D | -5.7% | +1.3% | -7.0% | -6.1% |
| 30D | -9.1% | +15.9% | -25.0% | -13.8% |
| 3M | +3.5% | +23.3% | -19.8% | -4.1% |
| 6M | +25.7% | +40.1% | -14.5% | +11.3% |
| YTD | +10.8% | +33.6% | -22.8% | -0.4% |
| 1Y | +12.8% | +14.1% | -1.3% | +6.7% |
| 3Y | +33.1% | +1.4% | +31.7% | +25.6% |
| 5Y | -68.3% | -73.1% | +4.8% | -57.2% |
| All | +54.1% | -24.7% | +78.8% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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