+5,644.5%
MTZ vs ZBRA
+8,072.8%
-2,428.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.8% | -1.2% |
| 7D | +16.5% | -1.2% | +17.6% | +17.0% |
| 30D | -10.2% | -17.8% | +7.6% | -4.5% |
| 3M | -34.2% | -16.0% | -18.2% | -30.6% |
| 6M | -56.0% | +31.4% | -87.4% | -60.7% |
| YTD | -14.8% | +30.9% | -45.7% | -25.0% |
| 1Y | -7.2% | +24.3% | -31.5% | -16.9% |
| 3Y | +275.8% | +54.2% | +221.6% | +210.7% |
| 5Y | +93.5% | -46.3% | +139.8% | +116.5% |
| 10Y | +432.7% | +375.2% | +57.4% | +198.0% |
| All | +5,644.5% | +8,072.8% | -2,428.3% | +1,483.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling