+1,646.5%
QLD vs MTZ
+743.1%
+903.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -1.9% |
| 7D | +3.0% | +3.6% | -0.6% | +1.3% |
| 30D | -1.8% | -9.6% | +7.8% | +2.4% |
| 3M | -1.8% | -31.9% | +30.1% | +14.3% |
| 6M | +36.9% | -13.8% | +50.7% | +41.9% |
| YTD | +28.7% | +13.3% | +15.4% | +16.8% |
| 1Y | +41.9% | +39.3% | +2.6% | +16.5% |
| 3Y | +184.2% | +168.3% | +15.9% | +68.6% |
| 5Y | +122.1% | +166.4% | -44.3% | +28.4% |
| 10Y | +1,646.5% | +739.9% | +906.6% | +541.8% |
| All | +1,646.5% | +743.1% | +903.4% | +541.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling