+492.6%
MTZ vs QID
-99.0%
+591.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -6.8% | +15.4% | +5.5% |
| 7D | -2.4% | -0.8% | -1.7% | -2.1% |
| 30D | -11.1% | +20.1% | -31.2% | -2.4% |
| 3M | -30.6% | +11.8% | -42.4% | -25.8% |
| 6M | -54.4% | +5.5% | -59.9% | -51.0% |
| YTD | -13.0% | -21.5% | +8.5% | -16.7% |
| 1Y | -5.7% | -22.6% | +16.9% | -9.5% |
| 3Y | +297.2% | -72.3% | +369.5% | +185.8% |
| 5Y | +95.9% | -76.9% | +172.8% | +51.6% |
| 10Y | +492.6% | -99.0% | +591.6% | +93.3% |
| All | +492.6% | -99.0% | +591.7% | +93.3% |
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