+102.3%
MTZ vs SOXQ
+283.8%
-181.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.2% | -0.1% |
| 7D | -1.6% | +2.3% | -3.9% | -3.1% |
| 30D | -11.1% | -2.3% | -8.8% | -9.6% |
| 3M | -36.7% | -13.8% | -22.9% | -30.8% |
| 6M | -21.9% | +48.6% | -70.6% | -40.1% |
| YTD | +9.1% | +66.0% | -56.9% | -22.1% |
| 1Y | +30.0% | +107.9% | -77.9% | -19.3% |
| 3Y | +138.5% | +224.1% | -85.7% | +13.0% |
| 5Y | +158.3% | +256.6% | -98.2% | +9.0% |
| All | +102.3% | +283.8% | -181.4% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling