-99.9%
SOXS vs MCD
+21.9%
-121.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -2.6% | -15.5% | -19.0% |
| 7D | -22.3% | -1.9% | -20.4% | -22.7% |
| 30D | +21.9% | +16.6% | +5.2% | +28.8% |
| 3M | +4.2% | +0.9% | +3.3% | +1.9% |
| 6M | -43.4% | +1.5% | -44.9% | -46.2% |
| YTD | -92.5% | -8.3% | -84.2% | -93.6% |
| 1Y | -93.5% | -8.1% | -85.3% | -94.4% |
| 3Y | -99.7% | +10.3% | -110.1% | -99.7% |
| 5Y | -99.9% | +23.4% | -123.4% | -99.9% |
| All | -99.9% | +21.9% | -121.8% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling