+2,550.6%
SOXX vs MCO
+3,640.1%
-1,089.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +1.1% |
| 7D | +1.4% | -3.8% | +5.2% | +3.2% |
| 30D | -3.6% | -0.4% | -3.2% | -3.7% |
| 3M | -10.2% | +7.7% | -17.9% | -14.5% |
| 6M | +54.2% | +7.0% | +47.3% | +46.2% |
| YTD | +75.2% | -6.4% | +81.6% | +75.5% |
| 1Y | +107.5% | -7.6% | +115.1% | +108.0% |
| 3Y | +226.8% | +43.2% | +183.5% | +164.6% |
| 5Y | +251.2% | +29.6% | +221.7% | +198.7% |
| 10Y | +1,567.6% | +389.2% | +1,178.4% | +699.5% |
| All | +2,550.6% | +3,640.1% | -1,089.5% | +345.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling