+52.9%
SOXX vs MCD
-21.9%
+74.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.9% |
| 7D | +3.0% | -2.5% | +5.6% | +0.8% |
| 30D | -3.1% | -7.0% | +3.9% | -8.8% |
| 3M | -4.4% | -9.8% | +5.4% | -10.3% |
| 6M | +52.9% | -21.8% | +74.6% | +57.5% |
| All | +52.9% | -21.9% | +74.7% | +57.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling