+52.5%
SOXX vs MPC
+122.9%
-70.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.1% | +5.0% | -3.7% |
| 7D | -13.7% | -10.9% | -2.8% | -14.5% |
| 30D | -23.6% | -9.4% | -14.2% | -24.1% |
| 3M | -16.9% | +26.0% | -42.8% | -15.2% |
| 6M | -2.4% | +56.5% | -58.9% | +2.1% |
| YTD | +49.8% | +144.3% | -94.4% | +56.7% |
| 1Y | +52.5% | +117.2% | -64.7% | +61.8% |
| All | +52.5% | +122.9% | -70.4% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling