-93.1%
SOXS vs MCD
-9.2%
-83.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.6% | +11.7% | +12.3% |
| 7D | -28.4% | -1.6% | -26.8% | -26.1% |
| 30D | +19.4% | +14.1% | +5.3% | -9.9% |
| 3M | +28.2% | +0.6% | +27.5% | +27.2% |
| 6M | -37.7% | 0.0% | -37.7% | -34.5% |
| YTD | -91.6% | -9.3% | -82.4% | -91.0% |
| 1Y | -93.1% | -9.3% | -83.8% | -92.6% |
| All | -93.1% | -9.2% | -83.8% | -92.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling