+224.0%
IONQ vs MTZ
+164.0%
+59.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.4% | +1.8% |
| 7D | +16.7% | -8.7% | +25.4% | +23.2% |
| 30D | -12.3% | -15.0% | +2.7% | -3.4% |
| 3M | -17.7% | -32.6% | +14.9% | +4.1% |
| 6M | -28.9% | -56.3% | +27.4% | +17.9% |
| YTD | -22.0% | -16.8% | -5.2% | -17.8% |
| 1Y | -36.8% | -10.0% | -26.8% | -36.3% |
| 3Y | +228.2% | +267.1% | -38.9% | +43.7% |
| 5Y | +91.9% | +89.9% | +2.1% | +16.2% |
| All | +224.0% | +164.0% | +59.9% | +89.5% |
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