-3.8%
MTZ vs SOXQ
+45.6%
-49.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | +1.2% |
| 7D | +5.0% | +8.2% | -3.2% | -0.6% |
| 30D | -6.0% | -13.2% | +7.2% | +2.6% |
| 3M | -36.1% | -18.5% | -17.6% | -26.8% |
| 6M | -56.9% | -15.4% | -41.4% | -52.8% |
| YTD | -15.9% | +43.6% | -59.5% | -39.7% |
| 1Y | -3.8% | +49.2% | -53.1% | -33.2% |
| All | -3.8% | +45.6% | -49.4% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling