-26.7%
MDB vs SOXQ
+260.8%
-287.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | -4.5% | +5.2% | -9.8% | -8.4% |
| 30D | -14.0% | -0.5% | -13.5% | -14.0% |
| 3M | +5.3% | -5.6% | +10.9% | +3.9% |
| 6M | +31.9% | +53.0% | -21.1% | -19.4% |
| YTD | -14.6% | +68.8% | -83.4% | -52.5% |
| 1Y | +8.2% | +105.7% | -97.5% | -50.7% |
| 3Y | -5.0% | +240.5% | -245.5% | -77.3% |
| All | -26.7% | +260.8% | -287.5% | -82.1% |
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 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