-4.3%
MTZ vs ZBRA
+26.9%
-31.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.3% |
| 7D | +12.9% | -1.5% | +14.4% | +13.2% |
| 30D | -8.5% | -15.6% | +7.1% | -6.2% |
| 3M | -30.6% | -14.5% | -16.1% | -29.0% |
| 6M | -55.1% | +50.9% | -106.0% | -59.0% |
| YTD | -13.0% | +34.8% | -47.8% | -21.0% |
| 1Y | -4.3% | +28.3% | -32.6% | -9.5% |
| All | -4.3% | +26.9% | -31.2% | -9.5% |
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