-100.0%
SOXS vs MCD
+181.1%
-281.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.2% | +8.3% | +7.9% |
| 7D | -9.4% | -2.5% | -6.9% | -12.7% |
| 30D | +6.2% | -7.0% | +13.2% | -5.1% |
| 3M | -28.0% | -9.8% | -18.2% | -41.5% |
| 6M | -99.2% | -21.8% | -77.4% | -99.6% |
| YTD | -99.5% | -15.6% | -83.9% | -99.7% |
| 1Y | -99.7% | -15.2% | -84.6% | -99.9% |
| 3Y | -100.0% | -2.6% | -97.4% | -100.0% |
| 5Y | -100.0% | +18.9% | -118.9% | -100.0% |
| All | -100.0% | +181.1% | -281.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 10y: compounded portfolio wealth divided by compounded MCD 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…
10y analysis · Full analysis span regression · 6 months rolling