+272.3%
MTZ vs Z
-18.1%
+290.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.7% | -1.8% |
| 7D | +5.0% | +0.8% | +4.1% | +4.9% |
| 30D | -6.0% | +5.2% | -11.2% | -7.6% |
| 3M | -36.1% | -17.0% | -19.1% | -34.7% |
| 6M | -56.9% | -22.7% | -34.2% | -55.4% |
| YTD | -15.9% | -56.3% | +40.4% | -0.2% |
| 1Y | -3.8% | -57.7% | +53.8% | +14.9% |
| 3Y | +272.3% | -16.5% | +288.8% | +273.9% |
| All | +272.3% | -18.1% | +290.4% | +273.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling