+9.6%
ZM vs MXL
+276.5%
-266.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -11.1% | +11.1% | +0.5% |
| 7D | -8.4% | -24.3% | +15.9% | -7.4% |
| 30D | -1.9% | -46.1% | +44.2% | +0.1% |
| 3M | -10.1% | -21.8% | +11.8% | -9.5% |
| 6M | -13.9% | -27.2% | +13.4% | -14.7% |
| YTD | +6.4% | +226.2% | -219.7% | -7.8% |
| 1Y | +9.6% | +297.0% | -287.4% | -10.7% |
| All | +9.6% | +276.5% | -266.9% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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