+16.2%
MTZ vs Q
+75.3%
-59.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.3% | +1.5% | +2.7% |
| 7D | +3.6% | +6.7% | -3.2% | +0.4% |
| 30D | -9.6% | -10.6% | +1.0% | -4.7% |
| 3M | -31.9% | -14.6% | -17.3% | -26.9% |
| 6M | -13.8% | +12.1% | -25.9% | -16.1% |
| YTD | +13.3% | +51.3% | -38.0% | +1.0% |
| All | +16.2% | +75.3% | -59.1% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling