+945.7%
SOXX vs MDB
+986.0%
-40.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +6.1% | -4.5% | +10.6% | +7.1% |
| 30D | +0.5% | -14.0% | +14.5% | +3.3% |
| 3M | -5.3% | +5.3% | -10.6% | -7.9% |
| 6M | +58.3% | +31.9% | +26.4% | +43.3% |
| YTD | +76.8% | -14.6% | +91.5% | +75.3% |
| 1Y | +114.6% | +8.2% | +106.4% | +99.4% |
| 3Y | +229.6% | -5.0% | +234.6% | +191.8% |
| 5Y | +257.3% | -24.5% | +281.9% | +199.9% |
| All | +945.7% | +986.0% | -40.3% | +369.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling