+257.3%
SOXX vs MP
+66.1%
+191.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.1% |
| 7D | +6.1% | -0.7% | +6.8% | +6.3% |
| 30D | +0.5% | -0.7% | +1.2% | +0.4% |
| 3M | -5.3% | 0.0% | -5.3% | -5.6% |
| 6M | +58.3% | -10.0% | +68.3% | +59.9% |
| YTD | +76.8% | +7.5% | +69.4% | +70.6% |
| 1Y | +114.6% | -14.0% | +128.6% | +111.3% |
| 3Y | +229.6% | +153.5% | +76.1% | +119.5% |
| 5Y | +257.3% | +62.7% | +194.6% | +169.7% |
| All | +257.3% | +66.1% | +191.3% | +169.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling