-6.0%
MTZ vs Z
-58.2%
+52.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.8% | +4.8% | +9.0% |
| 7D | -2.4% | -5.2% | +2.7% | -2.4% |
| 30D | -11.1% | +5.7% | -16.8% | -10.2% |
| 3M | -30.6% | -8.7% | -21.9% | -30.8% |
| 6M | -54.4% | -26.0% | -28.4% | -53.1% |
| YTD | -13.0% | -55.0% | +42.0% | -6.9% |
| All | -6.0% | -58.2% | +52.3% | +2.3% |
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