+237.8%
MTZ vs ZCMD
-100.0%
+337.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.3% | +4.6% |
| 7D | +12.9% | +1.4% | +11.5% | +12.9% |
| 30D | -8.5% | -29.9% | +21.3% | -8.0% |
| 3M | -30.6% | -54.9% | +24.2% | -29.7% |
| 6M | -55.1% | -99.7% | +44.6% | -54.0% |
| YTD | -13.0% | -99.9% | +86.9% | -10.5% |
| 1Y | -4.3% | -99.9% | +95.6% | -1.3% |
| 3Y | +284.0% | -100.0% | +384.0% | +308.4% |
| 5Y | +97.7% | -100.0% | +197.7% | +113.3% |
| All | +237.8% | -100.0% | +337.8% | +336.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling