+54.1%
ZM vs MTUM
+198.5%
-144.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.7% |
| 7D | -5.7% | +0.7% | -6.4% | -6.2% |
| 30D | -9.1% | -2.4% | -6.7% | -7.8% |
| 3M | +3.5% | -3.6% | +7.2% | +3.8% |
| 6M | +25.7% | +23.7% | +2.0% | +4.4% |
| YTD | +10.8% | +22.9% | -12.2% | -7.8% |
| 1Y | +12.8% | +21.8% | -9.0% | -5.7% |
| 3Y | +33.1% | +114.4% | -81.3% | -29.3% |
| 5Y | -68.3% | +79.6% | -147.9% | -80.9% |
| All | +54.1% | +198.5% | -144.4% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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