+404.4%
MTZ vs IBB
+127.7%
+276.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -0.7% |
| 7D | +16.5% | +1.6% | +14.8% | +15.5% |
| 30D | -10.2% | +6.7% | -16.9% | -14.4% |
| 3M | -34.2% | +6.3% | -40.5% | -37.8% |
| 6M | -56.0% | +23.9% | -79.9% | -62.6% |
| YTD | -14.8% | +26.6% | -41.4% | -28.9% |
| 1Y | -7.2% | +29.6% | -36.9% | -23.7% |
| 3Y | +275.8% | +86.1% | +189.7% | +139.5% |
| 5Y | +93.5% | +40.3% | +53.2% | +47.0% |
| All | +404.4% | +127.7% | +276.6% | +185.9% |
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