+1,272.6%
MTZ vs IBB
+560.8%
+711.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.8% |
| 7D | -1.6% | +1.4% | -3.0% | -2.7% |
| 30D | -11.1% | +10.5% | -21.6% | -18.1% |
| 3M | -36.7% | +23.6% | -60.3% | -46.3% |
| 6M | -21.9% | +22.6% | -44.6% | -33.5% |
| YTD | +9.1% | +25.7% | -16.6% | -8.9% |
| 1Y | +30.0% | +51.4% | -21.4% | -6.0% |
| 3Y | +138.5% | +64.4% | +74.1% | +61.6% |
| 5Y | +158.3% | +22.1% | +136.2% | +113.8% |
| 10Y | +700.8% | +132.5% | +568.3% | +286.4% |
| All | +1,272.6% | +560.8% | +711.8% | +129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling