+156.5%
MTZ vs QID
-74.8%
+231.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +1.9% |
| 7D | -1.6% | -0.6% | -0.9% | -2.0% |
| 30D | -11.1% | 0.0% | -11.1% | -10.7% |
| 3M | -36.7% | +3.7% | -40.4% | -32.9% |
| 6M | -21.9% | -29.9% | +7.9% | -34.0% |
| YTD | +9.1% | -28.8% | +37.9% | -6.2% |
| 1Y | +30.0% | -37.2% | +67.1% | +5.6% |
| All | +156.5% | -74.8% | +231.3% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling