+8.4%
QLD vs MTZ
-8.2%
+16.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.6% | -1.8% | +3.7% |
| 7D | -1.4% | -2.4% | +1.0% | -1.5% |
| 30D | -19.6% | -11.1% | -8.5% | -16.9% |
| 3M | -14.1% | -30.6% | +16.5% | -2.9% |
| 6M | -13.6% | -54.4% | +40.7% | +14.6% |
| YTD | +12.5% | -13.0% | +25.6% | +5.5% |
| All | +8.4% | -8.2% | +16.6% | -5.7% |
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