+7,361.0%
MTZ vs ZBRA
+8,909.5%
-1,548.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +2.9% |
| 7D | +1.4% | -3.4% | +4.8% | +2.5% |
| 30D | -14.5% | -7.4% | -7.1% | -12.3% |
| 3M | -32.9% | +57.5% | -90.5% | -43.3% |
| 6M | -20.8% | +64.0% | -84.8% | -34.4% |
| YTD | +10.6% | +44.3% | -33.7% | -5.3% |
| 1Y | +27.1% | +10.9% | +16.2% | +18.5% |
| 3Y | +166.1% | +37.5% | +128.6% | +129.9% |
| 5Y | +170.7% | -39.7% | +210.3% | +192.0% |
| 10Y | +752.2% | +429.9% | +322.3% | +361.7% |
| All | +7,361.0% | +8,909.5% | -1,548.5% | +1,900.1% |
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