+301.9%
IONQ vs MTZ
+168.0%
+133.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | -0.3% |
| 7D | +7.1% | +3.6% | +3.6% | +4.4% |
| 30D | -8.9% | -9.6% | +0.7% | -2.0% |
| 3M | -35.6% | -31.9% | -3.6% | -17.3% |
| 6M | +13.3% | -13.8% | +27.1% | +21.5% |
| YTD | -9.8% | +13.3% | -23.1% | -22.2% |
| 1Y | -1.3% | +39.3% | -40.6% | -26.8% |
| 3Y | +109.3% | +168.3% | -59.1% | -1.6% |
| All | +301.9% | +168.0% | +133.9% | +90.4% |
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