+19.4%
MCD vs SOXQ
+269.0%
-249.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -2.9% | +5.2% | -8.1% | -3.0% |
| 30D | -6.7% | -0.5% | -6.2% | -6.7% |
| 3M | -9.6% | -5.6% | -3.9% | -9.6% |
| 6M | -22.3% | +53.0% | -75.3% | -25.3% |
| YTD | -15.4% | +68.8% | -84.2% | -19.4% |
| 1Y | -16.8% | +105.7% | -122.5% | -22.3% |
| 3Y | -2.4% | +240.5% | -242.9% | -17.0% |
| 5Y | +19.4% | +266.8% | -247.4% | -2.9% |
| All | +19.4% | +269.0% | -249.6% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 5y: compounded portfolio wealth divided by compounded SOXQ 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…
5y analysis · Full analysis span regression · 6 months rolling