+478.6%
SOXL vs MCO
+42.6%
+436.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +3.6% |
| 7D | +3.9% | -3.8% | +7.6% | +7.8% |
| 30D | -14.3% | -0.4% | -13.9% | -15.4% |
| 3M | -45.6% | +7.7% | -53.3% | -54.9% |
| 6M | +117.2% | +7.0% | +110.2% | +73.9% |
| YTD | +189.8% | -6.4% | +196.2% | +178.9% |
| 1Y | +317.7% | -7.6% | +325.4% | +297.6% |
| 3Y | +478.6% | +43.2% | +435.4% | +199.1% |
| All | +478.6% | +42.6% | +436.0% | +199.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling