+52.5%
SOXX vs MP
-35.7%
+88.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.1% | +1.9% | -1.5% |
| 7D | -13.7% | -12.5% | -1.2% | -9.7% |
| 30D | -23.6% | -23.3% | -0.3% | -16.8% |
| 3M | -16.9% | -24.4% | +7.5% | -10.0% |
| 6M | -2.4% | -45.8% | +43.3% | +15.1% |
| YTD | +49.8% | -28.9% | +78.7% | +60.9% |
| 1Y | +52.5% | -34.6% | +87.1% | +65.6% |
| All | +52.5% | -35.7% | +88.2% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling