+55.9%
SOXL vs MCD
-3.6%
+59.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +6.5% | -15.3% | +4.1% |
| 7D | -37.9% | +11.9% | -49.7% | -21.0% |
| 30D | -59.4% | +20.2% | -79.7% | -39.6% |
| 3M | -52.3% | +5.2% | -57.5% | -44.1% |
| 6M | -47.7% | 0.0% | -47.7% | -37.7% |
| YTD | +58.8% | -6.5% | +65.3% | +88.6% |
| 1Y | +55.9% | -3.9% | +59.8% | +80.6% |
| All | +55.9% | -3.6% | +59.5% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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