+68.1%
MTZ vs ZYBT
-58.1%
+126.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.9% | +5.7% | +3.8% |
| 7D | +3.6% | -4.2% | +7.8% | +3.6% |
| 30D | -9.6% | -16.4% | +6.8% | -9.6% |
| 3M | -31.9% | +82.9% | -114.8% | -33.4% |
| 6M | -13.8% | +110.7% | -124.5% | -16.2% |
| YTD | +13.3% | +37.4% | -24.1% | +10.8% |
| 1Y | +39.3% | -80.6% | +119.9% | +40.3% |
| All | +68.1% | -58.1% | +126.2% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling