+3,351.7%
SOXX vs MPC
+2,977.1%
+374.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +2.2% | +5.4% | -3.2% | +0.6% |
| 30D | -2.0% | +31.0% | -33.0% | -10.0% |
| 3M | -13.7% | +46.0% | -59.7% | -23.5% |
| 6M | +52.4% | +77.3% | -24.9% | +25.9% |
| YTD | +72.8% | +141.9% | -69.1% | +28.9% |
| 1Y | +113.9% | +120.9% | -7.0% | +63.7% |
| 3Y | +210.7% | +182.7% | +28.1% | +115.6% |
| 5Y | +244.6% | +646.4% | -401.8% | +73.2% |
| 10Y | +1,468.0% | +1,138.7% | +329.3% | +514.8% |
| All | +3,351.7% | +2,977.1% | +374.7% | +789.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling