-47.7%
SOXS vs MCD
-0.3%
-47.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +2.0% |
| 7D | -43.7% | -1.6% | -42.1% | -41.2% |
| 30D | +22.2% | +16.0% | +6.1% | -22.2% |
| 3M | +13.0% | 0.0% | +13.0% | +19.5% |
| 6M | -47.7% | +0.9% | -48.6% | -46.2% |
| All | -47.7% | -0.3% | -47.4% | -46.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling