-7.2%
MTZ vs QID
-21.0%
+13.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -1.8% |
| 7D | +16.5% | -11.8% | +28.3% | +8.6% |
| 30D | -10.2% | +14.2% | -24.4% | -0.6% |
| 3M | -34.2% | +8.8% | -42.9% | -28.8% |
| 6M | -56.0% | +1.5% | -57.5% | -53.2% |
| YTD | -14.8% | -23.8% | +8.9% | -22.5% |
| 1Y | -7.2% | -22.0% | +14.8% | -12.6% |
| All | -7.2% | -21.0% | +13.8% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling