-100.0%
SOXS vs MTZ
+1,701.4%
-1,801.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.5% | +11.6% | +4.4% |
| 7D | -9.4% | 0.0% | -9.4% | -8.8% |
| 30D | +6.2% | -14.8% | +21.0% | -7.6% |
| 3M | -28.0% | -30.8% | +2.8% | -38.4% |
| 6M | -99.2% | -22.6% | -76.6% | -98.8% |
| YTD | -99.5% | +6.8% | -106.3% | -98.9% |
| 1Y | -99.7% | +22.1% | -121.9% | -99.3% |
| 3Y | -100.0% | +153.1% | -253.1% | -99.8% |
| 5Y | -100.0% | +161.4% | -261.4% | -100.0% |
| 10Y | -100.0% | +723.1% | -823.1% | -100.0% |
| All | -100.0% | +1,701.4% | -1,801.4% | -100.0% |
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 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