+226.8%
SOXX vs MTZ
+160.5%
+66.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.7% | +0.2% |
| 7D | +1.4% | +1.4% | 0.0% | +0.7% |
| 30D | -3.6% | -14.5% | +10.9% | +3.7% |
| 3M | -10.2% | -32.9% | +22.8% | +7.3% |
| 6M | +54.2% | -20.8% | +75.1% | +70.4% |
| YTD | +75.2% | +10.6% | +64.6% | +65.9% |
| 1Y | +107.5% | +27.1% | +80.4% | +84.7% |
| 3Y | +226.8% | +166.1% | +60.6% | +126.0% |
| All | +226.8% | +160.5% | +66.3% | +126.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling