-13.0%
MDT vs SOXQ
+279.9%
-292.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.1% |
| 7D | -1.6% | +2.3% | -3.9% | -1.8% |
| 30D | +1.0% | -3.9% | +4.9% | +1.3% |
| 3M | +15.2% | -4.7% | +19.9% | +14.8% |
| 6M | +3.7% | +47.9% | -44.2% | -3.4% |
| YTD | -3.0% | +64.3% | -67.3% | -11.1% |
| 1Y | +2.5% | +95.7% | -93.2% | -8.8% |
| 3Y | +26.5% | +231.5% | -205.1% | -1.2% |
| 5Y | -18.3% | +255.0% | -273.3% | -38.9% |
| All | -13.0% | +279.9% | -292.9% | -34.7% |
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