+5,771.1%
MTZ vs ZBRA
+8,319.9%
-2,548.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.0% |
| 7D | +12.9% | -1.5% | +14.4% | +13.6% |
| 30D | -8.5% | -15.6% | +7.1% | -3.6% |
| 3M | -30.6% | -14.5% | -16.1% | -27.3% |
| 6M | -55.1% | +50.9% | -106.0% | -61.9% |
| YTD | -13.0% | +34.8% | -47.8% | -24.1% |
| 1Y | -4.3% | +28.3% | -32.6% | -15.1% |
| 3Y | +284.0% | +58.8% | +225.2% | +214.4% |
| 5Y | +97.7% | -44.0% | +141.7% | +118.2% |
| 10Y | +444.4% | +389.6% | +54.8% | +201.5% |
| All | +5,771.1% | +8,319.9% | -2,548.8% | +1,502.9% |
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