-10.0%
MTZ vs Z
-60.5%
+50.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.5% | +1.2% | -4.9% |
| 7D | -8.7% | -6.5% | -2.3% | -8.9% |
| 30D | -15.0% | -0.1% | -14.9% | -14.6% |
| 3M | -32.6% | -14.1% | -18.5% | -33.2% |
| 6M | -56.3% | -30.1% | -26.3% | -55.4% |
| YTD | -16.8% | -57.5% | +40.7% | -11.5% |
| 1Y | -10.0% | -60.3% | +50.3% | -2.7% |
| All | -10.0% | -60.5% | +50.5% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling