-100.0%
SOXS vs MCD
-1.1%
-98.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -15.6% | -2.0% | -13.6% | -14.4% |
| 30D | +4.8% | -6.1% | +10.9% | +9.4% |
| 3M | -21.6% | -7.3% | -14.4% | -17.1% |
| 6M | -99.3% | -20.9% | -78.4% | -99.3% |
| YTD | -99.5% | -14.7% | -84.9% | -99.5% |
| 1Y | -99.8% | -16.1% | -83.7% | -99.8% |
| 3Y | -100.0% | -1.5% | -98.5% | -100.0% |
| All | -100.0% | -1.1% | -98.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling