+363.8%
MCK vs SOXQ
+286.7%
+77.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | +0.1% |
| 7D | -2.9% | +0.8% | -3.7% | -2.9% |
| 30D | +0.4% | -4.6% | +5.0% | +0.3% |
| 3M | +12.1% | -10.2% | +22.3% | +12.0% |
| 6M | -5.4% | +49.7% | -55.1% | -6.5% |
| YTD | +7.8% | +67.2% | -59.5% | +6.3% |
| 1Y | +22.9% | +98.0% | -75.1% | +20.8% |
| 3Y | +110.7% | +237.2% | -126.4% | +99.5% |
| 5Y | +346.2% | +261.3% | +84.9% | +310.7% |
| All | +363.8% | +286.7% | +77.1% | +322.4% |
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