+4,921.3%
SOXL vs MTZ
+773.6%
+4,147.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.5% | +1.7% | +1.2% |
| 7D | +3.9% | +1.4% | +2.5% | +2.4% |
| 30D | -14.3% | -14.5% | +0.2% | +3.7% |
| 3M | -45.6% | -32.9% | -12.7% | -7.9% |
| 6M | +117.2% | -20.8% | +138.0% | +223.7% |
| YTD | +189.8% | +10.6% | +179.2% | +204.3% |
| 1Y | +317.7% | +27.1% | +290.7% | +296.5% |
| 3Y | +478.6% | +166.1% | +312.5% | +193.3% |
| 5Y | +169.5% | +170.7% | -1.2% | +48.3% |
| All | +4,921.3% | +773.6% | +4,147.7% | +1,187.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling