+398.0%
MTZ vs Z
-16.5%
+414.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.7% | -2.0% |
| 7D | +5.0% | +0.8% | +4.1% | +4.9% |
| 30D | -6.0% | +5.2% | -11.2% | -8.0% |
| 3M | -36.1% | -17.0% | -19.1% | -34.5% |
| 6M | -56.9% | -22.7% | -34.2% | -55.6% |
| YTD | -15.9% | -56.3% | +40.4% | -2.4% |
| 1Y | -3.8% | -57.7% | +53.8% | +12.2% |
| 3Y | +272.3% | -16.5% | +288.8% | +259.7% |
| 5Y | +91.1% | -53.4% | +144.5% | +99.1% |
| All | +398.0% | -16.5% | +414.5% | +251.9% |
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