+166.4%
MTZ vs SOXQ
+235.9%
-69.5%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.5% |
| 7D | +2.3% | +5.2% | -3.0% | -1.4% |
| 30D | -10.3% | -0.5% | -9.8% | -9.8% |
| 3M | -31.8% | -5.6% | -26.2% | -29.1% |
| 6M | -19.2% | +53.0% | -72.2% | -41.7% |
| YTD | +10.7% | +68.8% | -58.0% | -25.8% |
| 1Y | +37.5% | +105.7% | -68.2% | -20.0% |
| All | +166.4% | +235.9% | -69.5% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling