+398.0%
MTZ vs QID
-99.0%
+497.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -0.1% |
| 7D | +5.0% | -7.1% | +12.1% | +2.0% |
| 30D | -6.0% | +12.6% | -18.6% | +0.3% |
| 3M | -36.1% | +14.2% | -50.4% | -30.9% |
| 6M | -56.9% | +6.2% | -63.1% | -53.5% |
| YTD | -15.9% | -21.8% | +5.9% | -19.5% |
| 1Y | -3.8% | -23.1% | +19.3% | -8.0% |
| 3Y | +272.3% | -71.3% | +343.6% | +171.3% |
| 5Y | +91.1% | -77.0% | +168.1% | +47.6% |
| All | +398.0% | -99.0% | +497.1% | +38.4% |
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