-100.0%
SOXS vs MDB
-24.3%
-75.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.5% |
| 7D | -16.6% | -4.5% | -12.0% | -19.4% |
| 30D | -4.4% | -14.0% | +9.6% | -12.6% |
| 3M | -26.2% | +5.3% | -31.6% | -22.1% |
| 6M | -99.3% | +31.9% | -131.1% | -99.7% |
| YTD | -99.5% | -14.6% | -84.9% | -99.9% |
| 1Y | -99.8% | +8.2% | -108.0% | -99.9% |
| 3Y | -100.0% | -5.0% | -95.0% | -100.0% |
| 5Y | -100.0% | -24.5% | -75.5% | -100.0% |
| All | -100.0% | -24.3% | -75.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling