+244.8%
SOXX vs MPC
+653.8%
-409.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -1.0% | -2.2% |
| 7D | +3.0% | +1.2% | +1.8% | +2.7% |
| 30D | -3.1% | +17.0% | -20.1% | -7.5% |
| 3M | -4.4% | +49.5% | -53.9% | -15.4% |
| 6M | +52.9% | +83.5% | -30.6% | +25.4% |
| YTD | +72.0% | +144.1% | -72.1% | +26.9% |
| 1Y | +105.1% | +119.6% | -14.5% | +56.7% |
| 3Y | +220.6% | +168.1% | +52.5% | +119.9% |
| 5Y | +244.8% | +671.3% | -426.5% | +53.4% |
| All | +244.8% | +653.8% | -409.0% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling