+404.4%
MTZ vs Z
-19.3%
+423.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.7% |
| 7D | +16.5% | -4.9% | +21.4% | +17.7% |
| 30D | -10.2% | +3.0% | -13.2% | -11.7% |
| 3M | -34.2% | -13.4% | -20.7% | -33.2% |
| 6M | -56.0% | -27.3% | -28.6% | -54.0% |
| YTD | -14.8% | -57.8% | +42.9% | -0.4% |
| 1Y | -7.2% | -60.0% | +52.8% | +9.7% |
| 3Y | +275.8% | -21.5% | +297.3% | +268.0% |
| 5Y | +93.5% | -55.0% | +148.5% | +103.1% |
| All | +404.4% | -19.3% | +423.6% | +259.0% |
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