-11.6%
MDB vs SOXQ
+189.0%
-200.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.8% | +0.1% |
| 7D | +6.8% | +8.2% | -1.3% | +2.5% |
| 30D | -6.2% | -13.2% | +7.0% | +0.8% |
| 3M | -29.2% | -18.5% | -10.7% | -21.9% |
| 6M | +10.3% | -15.4% | +25.7% | +13.8% |
| YTD | -20.4% | +43.6% | -63.9% | -43.1% |
| 1Y | -4.8% | +49.2% | -54.1% | -33.8% |
| 3Y | -11.6% | +190.2% | -201.8% | -69.1% |
| All | -11.6% | +189.0% | -200.5% | -69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling