+247.9%
SOXX vs MDT
-19.5%
+267.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +1.4% | -3.4% | +4.8% | +2.3% |
| 30D | -3.6% | +0.2% | -3.8% | -3.8% |
| 3M | -10.2% | +14.3% | -24.4% | -14.7% |
| 6M | +54.2% | +4.0% | +50.2% | +51.8% |
| YTD | +75.2% | -3.7% | +78.9% | +77.6% |
| 1Y | +107.5% | -0.4% | +107.9% | +106.6% |
| 3Y | +226.8% | +23.3% | +203.4% | +190.7% |
| All | +247.9% | -19.5% | +267.4% | +266.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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