+156.5%
MTZ vs ZCMD
-100.0%
+256.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.7% | +5.8% | +2.2% |
| 7D | -1.6% | -8.0% | +6.4% | -1.5% |
| 30D | -11.1% | -27.9% | +16.8% | -10.7% |
| 3M | -36.7% | -74.6% | +37.9% | -37.1% |
| 6M | -21.9% | -99.5% | +77.5% | -22.3% |
| YTD | +9.1% | -99.7% | +108.9% | +8.1% |
| 1Y | +30.0% | -99.9% | +129.8% | +28.7% |
| All | +156.5% | -100.0% | +256.5% | +137.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling