+168.3%
MTZ vs ZBRA
+34.1%
+134.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.8% | +6.6% | +5.0% |
| 7D | +3.6% | +2.6% | +1.0% | +2.3% |
| 30D | -9.6% | -6.4% | -3.3% | -7.2% |
| 3M | -31.9% | +51.3% | -83.2% | -45.2% |
| 6M | -13.8% | +60.5% | -74.3% | -33.6% |
| YTD | +13.3% | +45.2% | -31.9% | -9.7% |
| 1Y | +39.3% | +12.3% | +26.9% | +27.8% |
| 3Y | +168.3% | +37.5% | +130.8% | +82.2% |
| All | +168.3% | +34.1% | +134.3% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling