-3.8%
MTZ vs Q
+29.7%
-33.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.3% | +0.6% |
| 7D | +5.0% | +1.2% | +3.8% | +4.5% |
| 30D | -6.0% | -2.7% | -3.3% | -5.0% |
| 3M | -36.1% | -16.9% | -19.2% | -30.1% |
| 6M | -56.9% | -26.9% | -30.0% | -50.6% |
| YTD | -15.9% | +45.2% | -61.1% | -25.8% |
| 1Y | -3.8% | +38.1% | -42.0% | -14.3% |
| All | -3.8% | +29.7% | -33.5% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling