+29.7%
MCD vs SOXQ
+231.9%
-202.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.5% |
| 7D | -1.6% | +8.2% | -9.8% | -1.9% |
| 30D | +14.1% | -13.2% | +27.3% | +14.5% |
| 3M | +0.6% | -18.5% | +19.1% | +1.1% |
| 6M | 0.0% | -15.4% | +15.5% | -0.2% |
| YTD | -9.3% | +43.6% | -52.8% | -13.2% |
| 1Y | -9.3% | +49.2% | -58.5% | -13.6% |
| 3Y | +8.6% | +190.2% | -181.6% | -7.2% |
| 5Y | +21.9% | +178.2% | -156.3% | +2.8% |
| All | +29.7% | +231.9% | -202.3% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling