-49.6%
ZTS vs MTZ
+30.9%
-80.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.5% |
| 7D | -2.0% | -1.6% | -0.4% | -2.1% |
| 30D | +1.9% | -11.1% | +13.0% | +1.3% |
| 3M | -4.0% | -36.7% | +32.7% | -4.5% |
| 6M | -39.1% | -21.9% | -17.2% | -40.1% |
| YTD | -38.8% | +9.1% | -47.9% | -41.4% |
| 1Y | -49.6% | +30.0% | -79.5% | -52.6% |
| All | -49.6% | +30.9% | -80.4% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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