+558.6%
QQQ vs MTZ
+773.6%
-215.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.7% | +0.1% |
| 7D | -0.6% | +1.4% | -1.9% | -0.9% |
| 30D | -1.2% | -14.5% | +13.3% | +2.2% |
| 3M | -0.2% | -32.9% | +32.7% | +7.8% |
| 6M | +17.9% | -20.8% | +38.8% | +22.0% |
| YTD | +16.6% | +10.6% | +6.0% | +11.3% |
| 1Y | +23.0% | +27.1% | -4.1% | +13.3% |
| 3Y | +92.9% | +166.1% | -73.2% | +46.2% |
| 5Y | +95.6% | +170.7% | -75.1% | +43.7% |
| All | +558.6% | +773.6% | -215.0% | +280.2% |
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