-99.8%
SOXS vs MPC
+120.1%
-219.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.3% | -10.5% | -10.3% |
| 7D | -7.0% | +5.4% | -12.4% | -8.3% |
| 30D | +2.8% | +31.0% | -28.2% | -3.7% |
| 3M | -9.8% | +46.0% | -55.9% | -19.7% |
| 6M | -99.2% | +77.3% | -176.5% | -99.1% |
| YTD | -99.5% | +141.9% | -241.4% | -99.4% |
| 1Y | -99.8% | +120.9% | -220.7% | -99.8% |
| All | -99.8% | +120.1% | -219.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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