-99.9%
SOXS vs MPC
+554.2%
-654.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.3% |
| 7D | +3.2% | -8.8% | +12.0% | -1.7% |
| 30D | +61.0% | -14.4% | +75.4% | +45.1% |
| 3M | +24.0% | +21.9% | +2.0% | +50.4% |
| 6M | -35.9% | +60.1% | -96.1% | -1.0% |
| YTD | -90.9% | +142.3% | -233.2% | -78.7% |
| 1Y | -91.5% | +101.7% | -193.2% | -83.7% |
| 3Y | -99.7% | +184.8% | -284.4% | -98.7% |
| 5Y | -99.9% | +564.6% | -664.5% | -99.0% |
| All | -99.9% | +554.2% | -654.1% | -99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling