-56.9%
MTZ vs SOXQ
-15.3%
-41.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +2.3% |
| 3M | -36.1% | -18.5% | -17.6% | -26.9% |
| 6M | -56.9% | -15.4% | -41.4% | -52.4% |
| All | -56.9% | -15.3% | -41.6% | -52.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling