+4,921.3%
SOXL vs MCD
+180.5%
+4,740.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.5% |
| 7D | +3.9% | -1.2% | +5.1% | +5.6% |
| 30D | -14.3% | -7.8% | -6.6% | -5.9% |
| 3M | -45.6% | -10.7% | -34.9% | -41.3% |
| 6M | +117.2% | -21.3% | +138.5% | +173.1% |
| YTD | +189.8% | -15.8% | +205.6% | +222.4% |
| 1Y | +317.7% | -16.0% | +333.8% | +349.4% |
| 3Y | +478.6% | -3.0% | +481.6% | +319.4% |
| 5Y | +169.5% | +18.6% | +150.9% | +47.5% |
| All | +4,921.3% | +180.5% | +4,740.8% | +1,371.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling