+98.1%
MTZ vs SOXQ
+279.9%
-181.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -1.8% |
| 7D | 0.0% | +2.3% | -2.4% | -1.5% |
| 30D | -14.8% | -3.9% | -10.9% | -12.5% |
| 3M | -30.8% | -4.7% | -26.1% | -28.5% |
| 6M | -22.6% | +47.9% | -70.5% | -40.4% |
| YTD | +6.8% | +64.3% | -57.5% | -23.2% |
| 1Y | +22.1% | +95.7% | -73.6% | -21.2% |
| 3Y | +153.1% | +231.5% | -78.4% | +18.7% |
| 5Y | +161.4% | +255.0% | -93.6% | +10.9% |
| All | +98.1% | +279.9% | -181.8% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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