-40.5%
MDB vs SOXQ
+176.1%
-216.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.8% | +0.9% |
| 7D | +6.8% | +8.2% | -1.3% | +0.5% |
| 30D | -6.2% | -13.2% | +7.0% | +4.1% |
| 3M | -29.2% | -18.5% | -10.7% | -18.4% |
| 6M | +10.3% | -15.4% | +25.7% | +14.5% |
| YTD | -20.4% | +43.6% | -63.9% | -50.3% |
| 1Y | -4.8% | +49.2% | -54.1% | -42.9% |
| 3Y | -11.6% | +190.2% | -201.8% | -76.5% |
| All | -40.5% | +176.1% | -216.6% | -83.0% |
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