+97.7%
MTZ vs Z
-54.5%
+152.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +4.3% |
| 7D | +12.9% | -13.1% | +25.9% | +15.7% |
| 30D | -8.5% | +5.9% | -14.4% | -10.4% |
| 3M | -30.6% | -13.7% | -16.9% | -29.7% |
| 6M | -55.1% | -27.1% | -28.0% | -53.1% |
| YTD | -13.0% | -56.8% | +43.8% | +1.6% |
| 1Y | -4.3% | -60.2% | +56.0% | +13.8% |
| 3Y | +284.0% | -19.7% | +303.7% | +275.3% |
| 5Y | +97.7% | -53.7% | +151.4% | +97.3% |
| All | +97.7% | -54.5% | +152.1% | +97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling