+30.0%
MTZ vs ZYBT
-83.2%
+113.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.1% |
| 7D | -1.6% | -6.9% | +5.4% | -1.6% |
| 30D | -11.1% | -31.8% | +20.7% | -11.0% |
| 3M | -36.7% | +94.0% | -130.7% | -37.7% |
| 6M | -21.9% | +99.0% | -121.0% | -23.7% |
| YTD | +9.1% | +40.0% | -30.9% | +7.6% |
| 1Y | +30.0% | -79.5% | +109.5% | +33.5% |
| All | +30.0% | -83.2% | +113.2% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling