-100.0%
SOXS vs MPC
+176.9%
-276.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.3% | -7.2% | -3.4% |
| 7D | -15.6% | +3.9% | -19.4% | -13.4% |
| 30D | +4.8% | +33.8% | -29.0% | +26.7% |
| 3M | -21.6% | +49.9% | -71.5% | +2.4% |
| 6M | -99.3% | +80.9% | -180.3% | -99.3% |
| YTD | -99.5% | +147.4% | -246.9% | -99.3% |
| 1Y | -99.8% | +123.2% | -223.0% | -99.7% |
| 3Y | -100.0% | +171.7% | -271.7% | -100.0% |
| All | -100.0% | +176.9% | -276.9% | -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 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