+30.8%
SOXX vs MCO
+6.7%
+24.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | -2.5% | -68.3% | -69.5% |
| 7D | -23.0% | +5.4% | -28.4% | -20.7% |
| 30D | -32.9% | +13.9% | -46.8% | -29.5% |
| 3M | -25.3% | +6.7% | -32.0% | -22.7% |
| 6M | -17.8% | +13.9% | -31.6% | -14.0% |
| YTD | +32.1% | +1.6% | +30.5% | +41.0% |
| 1Y | +30.8% | +6.9% | +23.9% | +39.7% |
| All | +30.8% | +6.7% | +24.1% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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