-100.0%
SOXS vs MDLZ
-2.9%
-97.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.5% | -5.5% |
| 7D | -4.7% | +1.9% | -6.6% | -6.3% |
| 30D | +7.7% | +0.4% | +7.3% | +7.6% |
| 3M | -10.2% | -0.6% | -9.5% | -8.2% |
| 6M | -99.2% | +14.7% | -113.9% | -99.2% |
| YTD | -99.5% | +18.0% | -117.5% | -99.5% |
| 1Y | -99.8% | +4.1% | -103.9% | -99.7% |
| 3Y | -100.0% | -4.6% | -95.4% | -100.0% |
| All | -100.0% | -2.9% | -97.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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