+229.8%
SOXX vs MP
+147.7%
+82.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.0% |
| 7D | +6.1% | -0.7% | +6.8% | +6.2% |
| 30D | +0.5% | -0.7% | +1.2% | +0.5% |
| 3M | -5.3% | 0.0% | -5.3% | -5.7% |
| 6M | +58.3% | -10.0% | +68.3% | +59.2% |
| YTD | +76.8% | +7.5% | +69.4% | +73.0% |
| 1Y | +114.6% | -14.0% | +128.6% | +112.7% |
| All | +229.8% | +147.7% | +82.1% | +151.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling