+95.0%
MTZ vs ZBRA
-45.5%
+140.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -2.0% |
| 7D | +5.0% | +0.6% | +4.4% | +4.8% |
| 30D | -6.0% | -14.0% | +8.0% | -0.9% |
| 3M | -36.1% | -14.7% | -21.5% | -32.5% |
| 6M | -56.9% | +31.3% | -88.2% | -62.6% |
| YTD | -15.9% | +33.4% | -49.3% | -28.9% |
| 1Y | -3.8% | +34.1% | -38.0% | -18.9% |
| 3Y | +272.3% | +59.9% | +212.3% | +189.5% |
| All | +95.0% | -45.5% | +140.5% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling