+508.0%
SOXX vs MP
+450.8%
+57.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.2% |
| 7D | +2.2% | -2.9% | +5.1% | +2.8% |
| 30D | -2.0% | +13.8% | -15.9% | -4.7% |
| 3M | -13.7% | -16.7% | +3.0% | -11.0% |
| 6M | +52.4% | -11.5% | +63.9% | +54.2% |
| YTD | +72.8% | +7.9% | +64.9% | +67.6% |
| 1Y | +113.9% | -15.0% | +128.9% | +112.1% |
| 3Y | +210.7% | +153.5% | +57.2% | +125.4% |
| 5Y | +244.6% | +58.7% | +186.0% | +172.3% |
| All | +508.0% | +450.8% | +57.2% | +350.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling