+70.3%
MP vs SOXQ
+283.8%
-213.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.4% | -2.0% | -1.1% |
| 7D | -2.9% | +2.3% | -5.2% | -4.5% |
| 30D | +13.8% | -2.3% | +16.1% | +15.4% |
| 3M | -16.7% | -13.8% | -2.9% | -8.6% |
| 6M | -11.5% | +48.6% | -60.1% | -35.5% |
| YTD | +7.9% | +66.0% | -58.1% | -27.6% |
| 1Y | -15.0% | +107.9% | -122.9% | -52.0% |
| 3Y | +153.5% | +224.1% | -70.6% | -10.2% |
| 5Y | +58.7% | +256.6% | -197.9% | -48.2% |
| All | +70.3% | +283.8% | -213.5% | -46.7% |
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