+1,537.1%
SOXX vs MCO
+393.6%
+1,143.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +0.8% |
| 7D | +1.4% | -3.8% | +5.2% | +3.8% |
| 30D | -3.6% | -0.4% | -3.2% | -3.8% |
| 3M | -10.2% | +7.7% | -17.9% | -16.2% |
| 6M | +54.2% | +7.0% | +47.3% | +42.8% |
| YTD | +75.2% | -6.4% | +81.6% | +75.3% |
| 1Y | +107.5% | -7.6% | +115.1% | +107.8% |
| 3Y | +226.8% | +43.2% | +183.5% | +135.6% |
| 5Y | +251.2% | +29.6% | +221.7% | +168.2% |
| All | +1,537.1% | +393.6% | +1,143.5% | +464.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling