+501.4%
MTZ vs IBB
+156.3%
+345.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.7% | +7.8% | +8.4% |
| 7D | -6.4% | -1.8% | -4.6% | -5.5% |
| 30D | -22.1% | +5.1% | -27.1% | -25.1% |
| 3M | -32.7% | +10.7% | -43.4% | -38.4% |
| 6M | -59.8% | +22.9% | -82.7% | -65.8% |
| YTD | -19.9% | +26.7% | -46.6% | -33.4% |
| 1Y | -11.5% | +35.1% | -46.6% | -29.7% |
| 3Y | +258.1% | +80.2% | +177.9% | +131.6% |
| 5Y | +85.5% | +37.8% | +47.7% | +42.1% |
| All | +501.4% | +156.3% | +345.1% | +189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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