+220.8%
SOXX vs MCD
-2.7%
+223.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.8% |
| 7D | +3.0% | -2.5% | +5.6% | +2.5% |
| 30D | -3.1% | -7.0% | +3.9% | -4.4% |
| 3M | -4.4% | -9.8% | +5.4% | -5.5% |
| 6M | +52.9% | -21.8% | +74.6% | +51.5% |
| YTD | +72.0% | -15.6% | +87.6% | +70.3% |
| 1Y | +105.1% | -15.2% | +120.3% | +103.0% |
| All | +220.8% | -2.7% | +223.5% | +231.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling