+55.1%
ZM vs MXL
+159.0%
-103.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.8% | -1.3% |
| 7D | +0.3% | +19.0% | -18.7% | -2.0% |
| 30D | -10.3% | +4.5% | -14.8% | -11.3% |
| 3M | -0.7% | -1.5% | +0.8% | -4.4% |
| 6M | +24.8% | +348.6% | -323.8% | -11.6% |
| YTD | +11.5% | +310.3% | -298.8% | -20.3% |
| 1Y | +12.3% | +344.7% | -332.4% | -21.7% |
| 3Y | +33.5% | +211.2% | -177.7% | -10.4% |
| 5Y | -67.5% | +34.8% | -102.3% | -74.6% |
| All | +55.1% | +159.0% | -103.9% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling