+113.9%
SOXX vs MCD
-17.5%
+131.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +2.4% |
| 7D | +2.2% | -2.8% | +5.0% | +0.2% |
| 30D | -2.0% | -6.0% | +4.0% | -6.0% |
| 3M | -13.7% | -5.6% | -8.1% | -16.0% |
| 6M | +52.4% | -21.9% | +74.2% | +39.6% |
| YTD | +72.8% | -14.7% | +87.5% | +65.3% |
| 1Y | +113.9% | -17.3% | +131.2% | +103.7% |
| All | +113.9% | -17.5% | +131.4% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 1y: compounded portfolio wealth divided by compounded MCD 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…
1y analysis · Full analysis span regression · 6 months rolling