+107.5%
SOXX vs MDB
+7.4%
+100.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.1% |
| 7D | +1.4% | -1.8% | +3.2% | +1.5% |
| 30D | -3.6% | -17.3% | +13.7% | -2.1% |
| 3M | -10.2% | +2.2% | -12.4% | -10.6% |
| 6M | +54.2% | +33.9% | +20.4% | +46.7% |
| YTD | +75.2% | -13.7% | +88.9% | +80.5% |
| 1Y | +107.5% | +9.1% | +98.4% | +99.5% |
| All | +107.5% | +7.4% | +100.1% | +99.5% |
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