+739.9%
MTZ vs QID
-99.1%
+839.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.9% |
| 7D | +3.6% | -2.7% | +6.3% | +2.3% |
| 30D | -9.6% | +1.8% | -11.4% | -8.7% |
| 3M | -31.9% | -2.2% | -29.8% | -30.7% |
| 6M | -13.8% | -32.1% | +18.3% | -24.1% |
| YTD | +13.3% | -28.6% | +41.8% | +2.5% |
| 1Y | +39.3% | -36.3% | +75.6% | +21.9% |
| 3Y | +168.3% | -74.4% | +242.8% | +84.5% |
| 5Y | +166.4% | -80.8% | +247.2% | +88.7% |
| 10Y | +739.9% | -99.1% | +839.0% | +140.2% |
| All | +739.9% | -99.1% | +839.0% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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