-14.3%
MTZ vs ZCMD
-99.9%
+85.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -3.0% | -12.4% | -15.3% |
| 7D | -7.4% | -13.3% | +5.9% | -7.1% |
| 30D | -23.6% | -49.6% | +26.0% | -22.4% |
| 3M | -38.3% | -54.6% | +16.3% | -37.3% |
| 6M | -60.6% | -99.8% | +39.2% | -59.4% |
| YTD | -22.9% | -99.9% | +77.0% | -22.3% |
| 1Y | -14.3% | -99.9% | +85.6% | -14.3% |
| All | -14.3% | -99.9% | +85.6% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling