+357.4%
SOXL vs MCO
+0.4%
+357.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.1% | +12.0% | +8.5% |
| 7D | +5.3% | -4.2% | +9.5% | +2.6% |
| 30D | -11.2% | +2.2% | -13.4% | -9.6% |
| 3M | -55.4% | +10.1% | -65.5% | -52.8% |
| 6M | +107.1% | +5.3% | +101.9% | +119.1% |
| YTD | +179.0% | -2.7% | +181.8% | +202.4% |
| 1Y | +357.4% | -0.4% | +357.8% | +406.7% |
| All | +357.4% | +0.4% | +357.0% | +406.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling