+166.4%
MTZ vs ZCMD
-100.0%
+266.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +3.8% |
| 7D | +3.6% | -1.4% | +4.9% | +3.6% |
| 30D | -9.6% | -21.6% | +11.9% | -9.4% |
| 3M | -31.9% | -67.4% | +35.4% | -32.4% |
| 6M | -13.8% | -99.4% | +85.6% | -15.4% |
| YTD | +13.3% | -99.7% | +113.0% | +10.3% |
| 1Y | +39.3% | -99.9% | +139.2% | +34.9% |
| 3Y | +168.3% | -100.0% | +268.3% | +149.8% |
| 5Y | +166.4% | -100.0% | +266.4% | +148.7% |
| All | +166.4% | -100.0% | +266.4% | +148.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling