+174.6%
ZTS vs MTZ
+732.0%
-557.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.9% |
| 7D | -2.0% | -1.6% | -0.4% | -1.8% |
| 30D | +1.9% | -11.1% | +13.0% | +3.3% |
| 3M | -4.0% | -36.7% | +32.7% | +1.0% |
| 6M | -39.1% | -21.9% | -17.2% | -38.2% |
| YTD | -38.8% | +9.1% | -47.9% | -41.2% |
| 1Y | -49.6% | +30.0% | -79.5% | -53.1% |
| 3Y | -59.0% | +138.5% | -197.4% | -66.7% |
| 5Y | -61.8% | +158.3% | -220.1% | -70.1% |
| 10Y | +61.4% | +700.8% | -639.3% | +0.5% |
| All | +174.6% | +732.0% | -557.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling