+1,564.8%
QQQ vs MTZ
+1,461.2%
+103.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.1% |
| 7D | +1.0% | +2.3% | -1.3% | +0.5% |
| 30D | -0.6% | -10.3% | +9.7% | +1.3% |
| 3M | +1.3% | -31.8% | +33.1% | +7.8% |
| 6M | +18.1% | -19.2% | +37.3% | +21.3% |
| YTD | +16.9% | +10.7% | +6.2% | +12.6% |
| 1Y | +24.0% | +37.5% | -13.6% | +14.2% |
| 3Y | +95.6% | +162.4% | -66.7% | +55.1% |
| 5Y | +94.5% | +166.3% | -71.8% | +50.9% |
| 10Y | +571.7% | +753.2% | -181.5% | +291.5% |
| All | +1,564.8% | +1,461.2% | +103.6% | +696.7% |
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