+82.3%
MTB vs SOXQ
+286.7%
-204.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.4% | -0.1% |
| 7D | 0.0% | +0.8% | -0.8% | -0.2% |
| 30D | -4.8% | -4.6% | -0.2% | -3.8% |
| 3M | +6.0% | -10.2% | +16.1% | +7.4% |
| 6M | +19.6% | +49.7% | -30.1% | +3.2% |
| YTD | +21.5% | +67.2% | -45.8% | +1.0% |
| 1Y | +24.7% | +98.0% | -73.3% | -2.2% |
| 3Y | +108.6% | +237.2% | -128.6% | +32.5% |
| 5Y | +106.7% | +261.3% | -154.6% | +25.4% |
| All | +82.3% | +286.7% | -204.3% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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