-15.1%
SOXX vs MP
-40.2%
+25.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.5% | -7.2% | -5.5% |
| 7D | +9.4% | +9.5% | -0.1% | +4.3% |
| 30D | -13.8% | -3.0% | -10.8% | -12.6% |
| 3M | -18.6% | -30.4% | +11.7% | -4.5% |
| 6M | -15.1% | -39.2% | +24.1% | +4.9% |
| All | -15.1% | -40.2% | +25.0% | +4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling