-100.0%
SOXS vs MDB
-2.1%
-97.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.3% | +3.8% | +10.3% |
| 7D | -9.4% | -2.8% | -6.7% | -11.1% |
| 30D | +6.2% | -14.9% | +21.0% | -1.8% |
| 3M | -28.0% | +7.3% | -35.4% | -23.9% |
| 6M | -99.2% | +38.2% | -137.4% | -99.6% |
| YTD | -99.5% | -10.9% | -88.6% | -99.8% |
| 1Y | -99.7% | +11.6% | -111.4% | -99.9% |
| All | -100.0% | -2.1% | -97.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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