+96.2%
SMH vs MTZ
+30.9%
+65.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +1.6% |
| 7D | +2.5% | -1.6% | +4.1% | +3.3% |
| 30D | -0.5% | -11.1% | +10.6% | +4.8% |
| 3M | -9.6% | -36.7% | +27.1% | +10.6% |
| 6M | +42.1% | -21.9% | +64.0% | +54.2% |
| YTD | +57.4% | +9.1% | +48.3% | +43.4% |
| 1Y | +96.2% | +30.0% | +66.3% | +70.9% |
| All | +96.2% | +30.9% | +65.4% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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