-4.3%
MTZ vs Z
-59.6%
+55.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +4.8% |
| 7D | +12.9% | -13.1% | +25.9% | +11.1% |
| 30D | -8.5% | +5.9% | -14.4% | -7.8% |
| 3M | -30.6% | -13.7% | -16.9% | -31.2% |
| 6M | -55.1% | -27.1% | -28.0% | -54.1% |
| YTD | -13.0% | -56.8% | +43.8% | -6.8% |
| 1Y | -4.3% | -60.2% | +56.0% | +4.7% |
| All | -4.3% | -59.6% | +55.3% | +4.7% |
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