-100.0%
SOXS vs MPC
+1,153.9%
-1,253.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.5% |
| 7D | -16.6% | +3.2% | -19.8% | -14.0% |
| 30D | -4.4% | +25.0% | -29.4% | +17.5% |
| 3M | -26.2% | +55.2% | -81.4% | +10.2% |
| 6M | -99.3% | +86.4% | -185.7% | -99.3% |
| YTD | -99.5% | +148.5% | -248.0% | -99.4% |
| 1Y | -99.8% | +121.7% | -221.5% | -99.7% |
| 3Y | -100.0% | +172.9% | -272.8% | -100.0% |
| 5Y | -100.0% | +679.9% | -779.9% | -100.0% |
| 10Y | -100.0% | +1,174.7% | -1,274.7% | -100.0% |
| All | -100.0% | +1,153.9% | -1,253.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling