-100.0%
SOXS vs MPWR
+1,847.3%
-1,947.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +16.6% | -38.9% | +8.2% |
| 7D | -5.1% | +11.6% | -16.6% | +31.5% |
| 30D | +60.4% | +0.1% | +60.2% | +92.3% |
| 3M | +32.7% | -0.8% | +33.5% | +71.9% |
| 6M | -36.2% | -13.0% | -23.1% | -1.7% |
| YTD | -90.9% | +53.9% | -144.8% | -48.4% |
| 1Y | -92.2% | +45.8% | -138.0% | -57.2% |
| 3Y | -99.7% | +194.3% | -294.0% | -74.3% |
| 5Y | -99.9% | +160.1% | -260.1% | -75.1% |
| 10Y | -100.0% | +1,786.5% | -1,886.5% | -92.7% |
| All | -100.0% | +1,847.3% | -1,947.3% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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