+327.2%
SMH vs MTZ
+168.2%
+159.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.1% | -0.1% |
| 7D | +0.3% | +1.4% | -1.1% | -0.4% |
| 30D | -2.8% | -14.5% | +11.7% | +4.0% |
| 3M | -6.7% | -32.9% | +26.2% | +9.5% |
| 6M | +41.8% | -20.8% | +62.6% | +53.8% |
| YTD | +57.9% | +10.6% | +47.3% | +47.0% |
| 1Y | +87.6% | +27.1% | +60.6% | +64.0% |
| 3Y | +282.9% | +166.1% | +116.8% | +143.9% |
| All | +327.2% | +168.2% | +159.0% | +153.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling