+55.1%
ZM vs MTUM
+200.7%
-145.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +0.3% | +4.1% | -3.8% | -2.2% |
| 30D | -10.3% | +0.6% | -10.9% | -10.8% |
| 3M | -0.7% | -0.6% | 0.0% | -2.5% |
| 6M | +24.8% | +25.3% | -0.5% | +2.8% |
| YTD | +11.5% | +23.8% | -12.3% | -7.6% |
| 1Y | +12.3% | +25.4% | -13.0% | -8.0% |
| 3Y | +33.5% | +117.3% | -83.8% | -29.8% |
| 5Y | -67.5% | +79.7% | -147.2% | -80.4% |
| All | +55.1% | +200.7% | -145.6% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling