+2,550.6%
SOXX vs MCD
+1,695.5%
+855.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | -10.2% | -10.7% | +0.5% | -5.9% |
| 6M | +54.2% | -21.3% | +75.5% | +71.9% |
| YTD | +75.2% | -15.8% | +91.0% | +87.7% |
| 1Y | +107.5% | -16.0% | +123.5% | +121.5% |
| 3Y | +226.8% | -3.0% | +229.7% | +213.4% |
| 5Y | +251.2% | +18.6% | +232.6% | +200.2% |
| 10Y | +1,567.6% | +180.3% | +1,387.4% | +770.7% |
| All | +2,550.6% | +1,695.5% | +855.1% | +485.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling