-100.0%
SOXS vs MCK
+1,554.4%
-1,654.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.6% | -5.5% |
| 7D | -4.7% | -2.9% | -1.8% | -7.0% |
| 30D | +7.7% | +0.4% | +7.3% | +7.6% |
| 3M | -10.2% | +12.1% | -22.3% | -6.7% |
| 6M | -99.2% | -5.4% | -93.8% | -99.5% |
| YTD | -99.5% | +7.8% | -107.3% | -99.6% |
| 1Y | -99.8% | +22.9% | -122.7% | -99.8% |
| 3Y | -100.0% | +110.7% | -210.7% | -100.0% |
| 5Y | -100.0% | +346.2% | -446.2% | -100.0% |
| 10Y | -100.0% | +440.1% | -540.1% | -100.0% |
| All | -100.0% | +1,554.4% | -1,654.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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