+52.5%
SOXX vs MDB
-8.5%
+61.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.1% | -2.9% |
| 7D | -13.7% | -16.5% | +2.8% | -12.0% |
| 30D | -23.6% | -8.6% | -15.0% | -22.6% |
| 3M | -16.9% | -13.6% | -3.3% | -15.8% |
| 6M | -2.4% | +24.1% | -26.5% | -4.9% |
| YTD | +49.8% | -21.8% | +71.6% | +55.1% |
| 1Y | +52.5% | -7.7% | +60.2% | +53.6% |
| All | +52.5% | -8.5% | +61.0% | +53.6% |
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