+166.3%
MTZ vs SOXQ
+269.0%
-102.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.5% |
| 7D | +2.3% | +5.2% | -3.0% | -1.1% |
| 30D | -10.3% | -0.5% | -9.8% | -9.8% |
| 3M | -31.8% | -5.6% | -26.2% | -29.2% |
| 6M | -19.2% | +53.0% | -72.2% | -39.3% |
| YTD | +10.7% | +68.8% | -58.0% | -22.0% |
| 1Y | +37.5% | +105.7% | -68.2% | -14.3% |
| 3Y | +162.4% | +240.5% | -78.1% | +20.3% |
| 5Y | +166.3% | +266.8% | -100.4% | +9.4% |
| All | +166.3% | +269.0% | -102.6% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling