+1,948.9%
SOXL vs MCD
+200.8%
+1,748.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.6% | -10.4% | -10.2% |
| 7D | +26.9% | -1.6% | +28.5% | +29.4% |
| 30D | -47.2% | +14.1% | -61.4% | -57.1% |
| 3M | -59.9% | +0.6% | -60.5% | -62.5% |
| 6M | -68.3% | 0.0% | -68.3% | -72.9% |
| YTD | +38.8% | -9.3% | +48.1% | +33.7% |
| 1Y | +48.8% | -9.3% | +58.1% | +40.8% |
| 3Y | +196.5% | +8.6% | +187.9% | +72.8% |
| 5Y | -5.0% | +21.9% | -27.0% | -51.6% |
| All | +1,948.9% | +200.8% | +1,748.1% | +305.0% |
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