+1,537.1%
SOXX vs MCD
+180.5%
+1,356.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +1.4% | -1.2% | +2.6% | +2.0% |
| 30D | -3.6% | -7.8% | +4.2% | -0.1% |
| 3M | -10.2% | -10.7% | +0.5% | -6.2% |
| 6M | +54.2% | -21.3% | +75.5% | +71.1% |
| YTD | +75.2% | -15.8% | +91.0% | +86.9% |
| 1Y | +107.5% | -16.0% | +123.5% | +120.5% |
| 3Y | +226.8% | -3.0% | +229.7% | +210.3% |
| 5Y | +251.2% | +18.6% | +232.6% | +192.3% |
| All | +1,537.1% | +180.5% | +1,356.6% | +891.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling