+357.4%
SOXL vs MCD
-17.5%
+374.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.5% | +11.4% | +6.7% |
| 7D | +5.3% | -2.8% | +8.2% | -0.5% |
| 30D | -11.2% | -6.0% | -5.2% | -20.6% |
| 3M | -55.4% | -5.6% | -49.8% | -56.7% |
| 6M | +107.1% | -21.9% | +129.0% | +68.3% |
| YTD | +179.0% | -14.7% | +193.7% | +157.9% |
| 1Y | +357.4% | -17.3% | +374.6% | +324.3% |
| All | +357.4% | -17.5% | +374.8% | +324.3% |
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