-100.0%
SOXS vs MDT
-19.5%
-80.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.8% | -6.1% |
| 7D | -4.7% | -3.4% | -1.3% | -7.4% |
| 30D | +7.7% | +0.2% | +7.5% | +7.3% |
| 3M | -10.2% | +14.3% | -24.4% | -3.9% |
| 6M | -99.2% | +4.0% | -103.2% | -99.4% |
| YTD | -99.5% | -3.7% | -95.8% | -99.7% |
| 1Y | -99.8% | -0.4% | -99.4% | -99.8% |
| 3Y | -100.0% | +23.3% | -123.3% | -100.0% |
| All | -100.0% | -19.5% | -80.5% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling