+268.5%
MTZ vs QQQI
+58.1%
+210.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.9% |
| 7D | +3.6% | +1.3% | +2.2% | +1.4% |
| 30D | -9.6% | +0.2% | -9.9% | -9.8% |
| 3M | -31.9% | +1.5% | -33.4% | -32.9% |
| 6M | -13.8% | +13.2% | -27.0% | -28.1% |
| YTD | +13.3% | +11.6% | +1.7% | -3.5% |
| 1Y | +39.3% | +18.0% | +21.3% | +9.6% |
| All | +268.5% | +58.1% | +210.4% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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