-17.8%
MTZ vs Q
+66.4%
-84.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +6.3% | +3.2% | +6.4% |
| 7D | -6.4% | +0.3% | -6.7% | -6.5% |
| 30D | -22.1% | -9.8% | -12.3% | -18.4% |
| 3M | -32.7% | -12.2% | -20.5% | -28.6% |
| 6M | -59.8% | -21.6% | -38.2% | -55.5% |
| YTD | -19.9% | +43.6% | -63.5% | -27.0% |
| 1Y | -11.5% | +25.7% | -37.2% | -19.7% |
| All | -17.8% | +66.4% | -84.2% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling