+19,418.6%
SOXL vs MCD
+517.5%
+18,901.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.5% | +11.4% | +12.2% |
| 7D | +5.3% | -2.8% | +8.2% | +9.8% |
| 30D | -11.2% | -6.0% | -5.2% | -4.0% |
| 3M | -55.4% | -5.6% | -49.8% | -56.6% |
| 6M | +107.1% | -21.9% | +129.0% | +169.7% |
| YTD | +179.0% | -14.7% | +193.7% | +207.3% |
| 1Y | +357.4% | -17.3% | +374.6% | +407.4% |
| 3Y | +397.5% | -2.2% | +399.6% | +247.6% |
| 5Y | +155.9% | +20.3% | +135.6% | +32.3% |
| 10Y | +4,301.6% | +180.7% | +4,120.9% | +468.1% |
| All | +19,418.6% | +517.5% | +18,901.0% | +303.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling