+229.8%
SOXX vs MPC
+171.8%
+58.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +6.1% | +3.2% | +2.9% | +5.3% |
| 30D | +0.5% | +25.0% | -24.5% | -4.9% |
| 3M | -5.3% | +55.2% | -60.5% | -15.5% |
| 6M | +58.3% | +86.4% | -28.1% | +32.6% |
| YTD | +76.8% | +148.5% | -71.6% | +32.9% |
| 1Y | +114.6% | +121.7% | -7.1% | +67.8% |
| All | +229.8% | +171.8% | +58.1% | +127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling