+247.9%
SOXX vs MKC
-33.0%
+280.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.9% |
| 7D | +1.4% | -1.5% | +2.8% | +1.3% |
| 30D | -3.6% | -3.1% | -0.5% | -3.7% |
| 3M | -10.2% | +5.2% | -15.3% | -10.2% |
| 6M | +54.2% | -12.8% | +67.1% | +56.1% |
| YTD | +75.2% | -23.3% | +98.5% | +79.0% |
| 1Y | +107.5% | -24.1% | +131.6% | +112.1% |
| 3Y | +226.8% | -32.1% | +258.9% | +240.6% |
| All | +247.9% | -33.0% | +280.9% | +271.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling