+19.9%
MDT vs SOXQ
+45.5%
-25.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.1% | +9.3% | +5.7% |
| 7D | +10.7% | -12.1% | +22.8% | +8.9% |
| 30D | +19.3% | -22.0% | +41.4% | +15.9% |
| 3M | +22.8% | -15.6% | +38.3% | +20.5% |
| 6M | +36.4% | -2.4% | +38.7% | +32.0% |
| YTD | +12.1% | +45.4% | -33.3% | +5.9% |
| 1Y | +19.9% | +47.7% | -27.7% | +13.8% |
| All | +19.9% | +45.5% | -25.5% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling