+241.5%
SOXX vs MDB
-23.0%
+264.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.3% | -7.1% | -3.7% |
| 7D | +3.0% | -2.8% | +5.8% | +3.5% |
| 30D | -3.1% | -14.9% | +11.7% | -0.2% |
| 3M | -4.4% | +7.3% | -11.7% | -7.4% |
| 6M | +52.9% | +38.2% | +14.7% | +36.9% |
| YTD | +72.0% | -10.9% | +82.9% | +69.1% |
| 1Y | +105.1% | +11.6% | +93.5% | +89.2% |
| 3Y | +220.6% | -0.9% | +221.5% | +180.0% |
| All | +241.5% | -23.0% | +264.5% | +185.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling