-14.3%
MTZ vs ZBRA
+25.3%
-39.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +0.9% | -16.3% | -15.5% |
| 7D | -7.4% | -13.6% | +6.2% | -5.4% |
| 30D | -23.6% | -11.5% | -12.1% | -22.2% |
| 3M | -38.3% | -9.9% | -28.4% | -37.4% |
| 6M | -60.6% | +48.6% | -109.2% | -64.0% |
| YTD | -22.9% | +36.9% | -59.8% | -30.3% |
| 1Y | -14.3% | +27.7% | -42.0% | -18.5% |
| All | -14.3% | +25.3% | -39.6% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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