+936.0%
SOXX vs MDB
+997.6%
-61.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.6% |
| 7D | +1.4% | -1.8% | +3.2% | +1.7% |
| 30D | -3.6% | -17.3% | +13.7% | 0.0% |
| 3M | -10.2% | +2.2% | -12.4% | -12.0% |
| 6M | +54.2% | +33.9% | +20.4% | +39.0% |
| YTD | +75.2% | -13.7% | +88.9% | +73.1% |
| 1Y | +107.5% | +9.1% | +98.4% | +92.3% |
| 3Y | +226.8% | -8.1% | +234.9% | +191.7% |
| 5Y | +251.2% | -25.9% | +277.1% | +195.8% |
| All | +936.0% | +997.6% | -61.6% | +363.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling