-59.0%
ZTS vs MTZ
+160.8%
-219.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | -3.8% | +2.3% | -6.0% | -3.9% |
| 30D | -2.0% | -10.3% | +8.3% | -1.6% |
| 3M | -10.2% | -31.8% | +21.6% | -8.8% |
| 6M | -39.4% | -19.2% | -20.2% | -39.5% |
| YTD | -40.8% | +10.7% | -51.5% | -42.9% |
| 1Y | -50.1% | +37.5% | -87.7% | -53.1% |
| All | -59.0% | +160.8% | -219.7% | -65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling