+2,550.6%
SOXX vs MTZ
+1,759.3%
+791.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.7% | +0.9% |
| 7D | +1.4% | +1.4% | 0.0% | +1.0% |
| 30D | -3.6% | -14.5% | +10.9% | +0.4% |
| 3M | -10.2% | -32.9% | +22.8% | -0.7% |
| 6M | +54.2% | -20.8% | +75.1% | +63.5% |
| YTD | +75.2% | +10.6% | +64.6% | +70.3% |
| 1Y | +107.5% | +27.1% | +80.4% | +94.9% |
| 3Y | +226.8% | +166.1% | +60.6% | +150.4% |
| 5Y | +251.2% | +170.7% | +80.6% | +164.3% |
| 10Y | +1,567.6% | +752.2% | +815.4% | +801.7% |
| All | +2,550.6% | +1,759.3% | +791.3% | +1,009.6% |
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