-91.6%
SOXS vs MDT
+20.2%
-111.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.1% | +2.6% | +0.2% |
| 7D | +46.7% | +10.7% | +35.9% | +27.7% |
| 30D | +97.0% | +19.3% | +77.6% | +58.2% |
| 3M | +39.5% | +22.8% | +16.8% | +10.6% |
| 6M | -54.9% | +36.4% | -91.3% | -65.7% |
| YTD | -90.4% | +12.1% | -102.4% | -93.3% |
| 1Y | -91.6% | +19.9% | -111.6% | -94.5% |
| All | -91.6% | +20.2% | -111.9% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 1y: compounded portfolio wealth divided by compounded MDT 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…
1y analysis · Full analysis span regression · 6 months rolling