+157.9%
MTZ vs QID
-80.8%
+238.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +1.9% |
| 7D | -1.6% | -0.6% | -0.9% | -1.9% |
| 30D | -11.1% | 0.0% | -11.1% | -10.8% |
| 3M | -36.7% | +3.7% | -40.4% | -33.6% |
| 6M | -21.9% | -29.9% | +7.9% | -30.9% |
| YTD | +9.1% | -28.8% | +37.9% | -2.2% |
| 1Y | +30.0% | -37.2% | +67.1% | +11.9% |
| 3Y | +138.5% | -73.7% | +212.2% | +64.6% |
| All | +157.9% | -80.8% | +238.7% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling