-4.8%
SOXL vs MCD
+21.9%
-26.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.6% | -10.4% | -10.8% |
| 7D | +26.9% | -1.6% | +28.5% | +27.5% |
| 30D | -47.2% | +14.1% | -61.4% | -50.3% |
| 3M | -59.9% | +0.6% | -60.5% | -60.1% |
| 6M | -68.3% | 0.0% | -68.3% | -69.8% |
| YTD | +38.8% | -9.3% | +48.1% | +42.7% |
| 1Y | +48.8% | -9.3% | +58.1% | +51.1% |
| 3Y | +196.5% | +8.6% | +187.9% | +97.4% |
| All | -4.8% | +21.9% | -26.7% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling