+237.6%
MTZ vs ZCMD
-100.0%
+337.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.6% | +6.0% | +8.5% |
| 7D | -2.4% | +9.1% | -11.5% | -2.6% |
| 30D | -11.1% | -37.1% | +26.0% | -10.4% |
| 3M | -30.6% | -53.7% | +23.1% | -29.8% |
| 6M | -54.4% | -99.7% | +45.3% | -53.2% |
| YTD | -13.0% | -99.9% | +86.8% | -10.6% |
| 1Y | -5.7% | -99.9% | +94.2% | -2.8% |
| 3Y | +297.2% | -100.0% | +397.2% | +322.3% |
| 5Y | +95.9% | -100.0% | +195.9% | +111.0% |
| All | +237.6% | -100.0% | +337.6% | +335.7% |
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 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