+113.9%
SOXX vs MDB
+18.3%
+95.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.1% | +7.6% | +3.9% |
| 7D | +2.2% | -17.4% | +19.6% | +4.0% |
| 30D | -2.0% | -2.0% | 0.0% | -2.2% |
| 3M | -13.7% | -3.0% | -10.7% | -13.5% |
| 6M | +52.4% | +48.7% | +3.7% | +42.3% |
| YTD | +72.8% | -12.1% | +85.0% | +77.8% |
| 1Y | +113.9% | +14.5% | +99.4% | +103.9% |
| All | +113.9% | +18.3% | +95.6% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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