+22.4%
ZM vs MULL
+3,061.6%
-3,039.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +11.8% | -8.6% | +3.4% |
| 7D | +2.9% | +17.3% | -14.4% | +3.1% |
| 30D | +0.7% | +23.5% | -22.8% | +1.0% |
| 3M | -3.7% | -24.0% | +20.3% | -4.0% |
| 6M | +29.9% | +276.7% | -246.9% | +27.3% |
| YTD | +17.4% | +565.1% | -547.6% | +14.4% |
| 1Y | +22.4% | +2,802.6% | -2,780.2% | +17.8% |
| All | +22.4% | +3,061.6% | -3,039.2% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling