+226.8%
SOXX vs MKC
-31.4%
+258.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.9% |
| 7D | +1.4% | -1.5% | +2.8% | +1.1% |
| 30D | -3.6% | -3.1% | -0.5% | -4.0% |
| 3M | -10.2% | +5.2% | -15.3% | -9.3% |
| 6M | +54.2% | -12.8% | +67.1% | +55.0% |
| YTD | +75.2% | -23.3% | +98.5% | +75.8% |
| 1Y | +107.5% | -24.1% | +131.6% | +108.6% |
| 3Y | +226.8% | -32.1% | +258.9% | +251.1% |
| All | +226.8% | -31.4% | +258.2% | +251.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling