+1,237.2%
MTZ vs QID
-100.0%
+1,337.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.5% | +12.1% | +8.2% |
| 7D | -6.4% | +9.4% | -15.8% | -1.6% |
| 30D | -22.1% | +31.2% | -53.3% | -9.6% |
| 3M | -32.7% | +17.4% | -50.1% | -25.7% |
| 6M | -59.8% | +8.4% | -68.2% | -56.0% |
| YTD | -19.9% | -15.8% | -4.1% | -21.5% |
| 1Y | -11.5% | -16.3% | +4.9% | -12.8% |
| 3Y | +258.1% | -70.4% | +328.5% | +144.8% |
| 5Y | +85.5% | -74.8% | +160.3% | +39.2% |
| 10Y | +492.2% | -99.0% | +591.2% | +4.3% |
| All | +1,237.2% | -100.0% | +1,337.2% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling