-21.9%
MTZ vs IBB
+23.7%
-45.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.7% |
| 7D | -1.6% | +1.4% | -3.0% | -2.6% |
| 30D | -11.1% | +10.5% | -21.6% | -19.1% |
| 3M | -36.7% | +23.6% | -60.3% | -48.3% |
| 6M | -21.9% | +22.6% | -44.6% | -35.8% |
| All | -21.9% | +23.7% | -45.6% | -35.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling