+497.9%
SOXL vs MCD
-2.6%
+500.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +1.6% |
| 7D | +18.4% | -2.9% | +21.2% | +16.6% |
| 30D | -3.2% | -6.7% | +3.6% | -6.3% |
| 3M | -37.6% | -9.6% | -28.0% | -39.0% |
| 6M | +136.1% | -22.3% | +158.4% | +133.2% |
| YTD | +199.5% | -15.4% | +214.9% | +195.1% |
| 1Y | +363.2% | -16.8% | +380.0% | +357.5% |
| All | +497.9% | -2.6% | +500.4% | +572.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling