+516.4%
SOXX vs MP
+410.2%
+106.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.2% |
| 7D | +1.4% | -7.4% | +8.8% | +2.9% |
| 30D | -3.6% | -6.7% | +3.1% | -2.4% |
| 3M | -10.2% | -11.7% | +1.5% | -8.3% |
| 6M | +54.2% | -18.9% | +73.1% | +58.7% |
| YTD | +75.2% | 0.0% | +75.2% | +72.5% |
| 1Y | +107.5% | -19.9% | +127.4% | +108.1% |
| 3Y | +226.8% | +133.4% | +93.4% | +140.9% |
| 5Y | +251.2% | +48.1% | +203.1% | +181.4% |
| All | +516.4% | +410.2% | +106.2% | +363.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling