+14.7%
QLD vs MTZ
-14.7%
+29.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -15.4% | +17.3% | +7.0% |
| 7D | -9.4% | -7.4% | -2.0% | -8.2% |
| 30D | -17.1% | -23.6% | +6.5% | -9.6% |
| 3M | -10.4% | -38.3% | +27.9% | +5.4% |
| 6M | +0.7% | -60.6% | +61.3% | +41.0% |
| YTD | +17.7% | -22.9% | +40.6% | +14.7% |
| 1Y | +14.7% | -14.3% | +28.9% | +1.1% |
| All | +14.7% | -14.7% | +29.3% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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