-91.6%
SOXS vs MPC
+122.9%
-214.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -8.1% | +16.9% | +10.5% |
| 7D | +46.7% | -10.9% | +57.6% | +50.2% |
| 30D | +97.0% | -9.4% | +106.4% | +101.6% |
| 3M | +39.5% | +26.0% | +13.6% | +32.7% |
| 6M | -54.9% | +56.5% | -111.4% | -60.1% |
| YTD | -90.4% | +144.3% | -234.6% | -91.3% |
| 1Y | -91.6% | +117.2% | -208.9% | -92.8% |
| All | -91.6% | +122.9% | -214.6% | -92.8% |
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