+7,956.4%
QLD vs MTZ
+1,343.1%
+6,613.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.6% | -1.8% | +3.0% |
| 7D | -1.4% | -2.4% | +1.0% | -1.2% |
| 30D | -19.6% | -11.1% | -8.5% | -16.2% |
| 3M | -14.1% | -30.6% | +16.5% | -0.9% |
| 6M | -13.6% | -54.4% | +40.7% | +17.9% |
| YTD | +12.5% | -13.0% | +25.6% | +13.4% |
| 1Y | +13.1% | -5.7% | +18.8% | +9.9% |
| 3Y | +154.7% | +297.2% | -142.5% | +27.4% |
| 5Y | +81.1% | +95.9% | -14.8% | +19.2% |
| 10Y | +1,418.0% | +492.6% | +925.4% | +434.8% |
| All | +7,956.4% | +1,343.1% | +6,613.3% | +1,222.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling