-100.0%
SOXS vs MPC
+3,166.6%
-3,266.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +3.1% |
| 7D | -43.7% | +9.4% | -53.1% | -37.9% |
| 30D | +22.2% | -13.4% | +35.6% | +10.3% |
| 3M | +13.0% | +18.9% | -5.9% | +34.6% |
| 6M | -47.7% | +64.9% | -112.6% | -15.7% |
| YTD | -92.5% | +156.8% | -249.3% | -81.8% |
| 1Y | -93.1% | +113.2% | -206.3% | -86.0% |
| 3Y | -99.7% | +201.8% | -301.5% | -99.0% |
| 5Y | -99.9% | +601.4% | -701.3% | -99.3% |
| 10Y | -100.0% | +1,166.0% | -1,266.0% | -100.0% |
| All | -100.0% | +3,166.6% | -3,266.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling