+15.6%
ZM vs MULL
+1,230.7%
-1,215.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.2% | +7.3% | +2.3% |
| 7D | +11.0% | +24.5% | -13.5% | +10.2% |
| 30D | +5.6% | -35.5% | +41.2% | +6.5% |
| 3M | -9.1% | -44.8% | +35.7% | -8.2% |
| 6M | -2.6% | -45.5% | +42.9% | -4.0% |
| YTD | +15.7% | +232.5% | -216.9% | +1.2% |
| 1Y | +18.8% | +343.3% | -324.5% | +1.0% |
| All | +15.6% | +1,230.7% | -1,215.1% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling