-11.5%
MTZ vs IBB
+35.8%
-47.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.7% | +7.8% | +8.8% |
| 7D | -6.4% | -1.8% | -4.6% | -5.8% |
| 30D | -22.1% | +5.1% | -27.1% | -24.1% |
| 3M | -32.7% | +10.7% | -43.4% | -38.1% |
| 6M | -59.8% | +22.9% | -82.7% | -66.0% |
| YTD | -19.9% | +26.7% | -46.6% | -33.6% |
| 1Y | -11.5% | +35.1% | -46.6% | -29.2% |
| All | -11.5% | +35.8% | -47.2% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling