+2,550.6%
SOXX vs MDT
+227.8%
+2,322.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | +1.4% | -3.4% | +4.8% | +3.1% |
| 30D | -3.6% | +0.2% | -3.8% | -3.9% |
| 3M | -10.2% | +14.3% | -24.4% | -17.3% |
| 6M | +54.2% | +4.0% | +50.2% | +48.0% |
| YTD | +75.2% | -3.7% | +78.9% | +74.5% |
| 1Y | +107.5% | -0.4% | +107.9% | +102.2% |
| 3Y | +226.8% | +23.3% | +203.4% | +179.1% |
| 5Y | +251.2% | -18.9% | +270.1% | +269.9% |
| 10Y | +1,567.6% | +39.2% | +1,528.5% | +1,192.8% |
| All | +2,550.6% | +227.8% | +2,322.8% | +1,029.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling