-99.7%
SOXS vs MPC
+188.2%
-287.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.3% |
| 7D | +3.2% | -8.8% | +12.0% | -0.5% |
| 30D | +61.0% | -14.4% | +75.4% | +48.7% |
| 3M | +24.0% | +21.9% | +2.0% | +47.2% |
| 6M | -35.9% | +60.1% | -96.1% | -6.2% |
| YTD | -90.9% | +142.3% | -233.2% | -79.7% |
| 1Y | -91.5% | +101.7% | -193.2% | -84.7% |
| 3Y | -99.7% | +184.8% | -284.4% | -98.8% |
| All | -99.7% | +188.2% | -287.9% | -98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling