-62.3%
ZTS vs MTZ
+168.2%
-230.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.4% | -0.2% |
| 7D | -3.7% | +1.4% | -5.1% | -3.9% |
| 30D | -0.8% | -14.5% | +13.7% | +0.8% |
| 3M | -9.7% | -32.9% | +23.2% | -6.6% |
| 6M | -38.4% | -20.8% | -17.5% | -38.0% |
| YTD | -41.1% | +10.6% | -51.7% | -43.9% |
| 1Y | -50.6% | +27.1% | -77.7% | -54.1% |
| 3Y | -59.1% | +166.1% | -225.3% | -68.3% |
| All | -62.3% | +168.2% | -230.5% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling