+176.1%
QLD vs MTZ
+140.9%
+35.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.6% |
| 7D | +0.6% | -1.6% | +2.1% | +1.3% |
| 30D | -0.1% | -11.1% | +10.9% | +5.0% |
| 3M | -8.4% | -36.7% | +28.3% | +11.0% |
| 6M | +32.2% | -21.9% | +54.1% | +43.0% |
| YTD | +28.9% | +9.1% | +19.8% | +17.3% |
| 1Y | +43.8% | +30.0% | +13.9% | +19.4% |
| All | +176.1% | +140.9% | +35.2% | +87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling