+1,246.1%
MTZ vs Z
+25.1%
+1,221.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.6% |
| 7D | -1.6% | -3.0% | +1.4% | -1.0% |
| 30D | -11.1% | -4.2% | -6.9% | -10.6% |
| 3M | -36.7% | -3.7% | -33.0% | -37.0% |
| 6M | -21.9% | -24.5% | +2.6% | -18.3% |
| YTD | +9.1% | -49.3% | +58.4% | +24.1% |
| 1Y | +30.0% | -58.7% | +88.6% | +53.9% |
| 3Y | +138.5% | -34.1% | +172.6% | +146.3% |
| 5Y | +158.3% | -64.5% | +222.9% | +186.2% |
| 10Y | +700.8% | -0.5% | +701.3% | +480.5% |
| All | +1,246.1% | +25.1% | +1,221.0% | +761.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling