+492.6%
MTZ vs Z
-11.7%
+504.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.8% | +4.8% | +7.8% |
| 7D | -2.4% | -5.2% | +2.7% | -1.9% |
| 30D | -11.1% | +5.7% | -16.8% | -13.1% |
| 3M | -30.6% | -8.7% | -21.9% | -30.4% |
| 6M | -54.4% | -26.0% | -28.4% | -52.5% |
| YTD | -13.0% | -55.0% | +42.0% | +0.3% |
| 1Y | -5.7% | -58.0% | +52.3% | +10.3% |
| 3Y | +297.2% | -15.2% | +312.3% | +282.6% |
| 5Y | +95.9% | -53.8% | +149.7% | +104.6% |
| 10Y | +492.6% | -14.5% | +507.2% | +325.8% |
| All | +492.6% | -11.7% | +504.3% | +325.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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