+58.6%
MTZ vs ZYBT
-57.8%
+116.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -3.5% |
| 7D | 0.0% | -2.5% | +2.4% | 0.0% |
| 30D | -14.8% | -1.2% | -13.6% | -14.8% |
| 3M | -30.8% | +76.7% | -107.5% | -32.2% |
| 6M | -22.6% | +103.6% | -126.2% | -24.8% |
| YTD | +6.8% | +38.3% | -31.4% | +4.5% |
| 1Y | +22.1% | -84.7% | +106.8% | +23.5% |
| All | +58.6% | -57.8% | +116.4% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling