-100.0%
SOXS vs MCD
+517.5%
-617.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.5% | -8.7% | -12.6% |
| 7D | -7.0% | -2.8% | -4.2% | -11.3% |
| 30D | +2.8% | -6.0% | +8.8% | -8.1% |
| 3M | -9.8% | -5.6% | -4.3% | -24.3% |
| 6M | -99.2% | -21.9% | -77.3% | -99.7% |
| YTD | -99.5% | -14.7% | -84.8% | -99.8% |
| 1Y | -99.8% | -17.3% | -82.5% | -99.9% |
| 3Y | -100.0% | -2.2% | -97.8% | -100.0% |
| 5Y | -100.0% | +20.3% | -120.3% | -100.0% |
| 10Y | -100.0% | +180.7% | -280.7% | -100.0% |
| All | -100.0% | +517.5% | -617.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling