+323.6%
MTZ vs ZCMD
-100.0%
+423.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.7% | +5.8% | +2.2% |
| 7D | -1.6% | -8.0% | +6.4% | -1.4% |
| 30D | -11.1% | -27.9% | +16.8% | -10.6% |
| 3M | -36.7% | -74.6% | +37.9% | -37.1% |
| 6M | -21.9% | -99.5% | +77.5% | -20.7% |
| YTD | +9.1% | -99.7% | +108.9% | +11.2% |
| 1Y | +30.0% | -99.9% | +129.8% | +33.3% |
| 3Y | +138.5% | -100.0% | +238.4% | +152.3% |
| 5Y | +158.3% | -100.0% | +258.3% | +174.2% |
| All | +323.6% | -100.0% | +423.6% | +442.1% |
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