+1,237.1%
SMH vs MTZ
+387.1%
+850.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -1.6% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -2.2% | -14.8% | +12.6% | +1.7% |
| 3M | -1.9% | -30.8% | +28.9% | +6.9% |
| 6M | +41.0% | -22.6% | +63.6% | +49.2% |
| YTD | +55.6% | +6.8% | +48.8% | +51.9% |
| 1Y | +86.8% | +22.1% | +64.7% | +76.5% |
| 3Y | +277.7% | +153.1% | +124.5% | +194.3% |
| 5Y | +324.2% | +161.4% | +162.7% | +223.5% |
| 10Y | +1,828.6% | +723.1% | +1,105.5% | +966.9% |
| All | +1,237.1% | +387.1% | +850.0% | +478.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling