+74.8%
MTZ vs Z
-55.4%
+130.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.4% | +12.0% | +10.0% |
| 7D | -6.4% | -4.6% | -1.9% | -6.1% |
| 30D | -22.1% | +8.3% | -30.4% | -24.1% |
| 3M | -32.7% | -11.6% | -21.1% | -32.1% |
| 6M | -59.8% | -33.6% | -26.2% | -57.1% |
| YTD | -19.9% | -56.7% | +36.8% | -6.6% |
| 1Y | -11.5% | -59.1% | +47.7% | +4.5% |
| 3Y | +258.1% | -20.4% | +278.5% | +250.3% |
| All | +74.8% | -55.4% | +130.2% | +75.0% |
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