+54.1%
ZM vs MXL
+170.1%
-115.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.4% | -0.9% |
| 7D | -5.7% | +18.9% | -24.5% | -7.9% |
| 30D | -9.1% | +0.3% | -9.4% | -9.6% |
| 3M | +3.5% | -8.0% | +11.6% | +0.9% |
| 6M | +25.7% | +341.2% | -315.6% | -10.6% |
| YTD | +10.8% | +327.8% | -317.1% | -21.3% |
| 1Y | +12.8% | +364.9% | -352.1% | -21.9% |
| 3Y | +33.1% | +229.2% | -196.1% | -11.5% |
| 5Y | -68.3% | +42.8% | -111.1% | -75.4% |
| All | +54.1% | +170.1% | -115.9% | +42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling