+19,165.6%
SOXL vs MCO
+1,945.4%
+17,220.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.5% | -6.5% | -5.5% |
| 7D | +8.5% | -7.3% | +15.8% | +22.2% |
| 30D | -13.0% | -1.7% | -11.3% | -12.9% |
| 3M | -35.9% | +3.9% | -39.8% | -47.9% |
| 6M | +112.1% | +3.8% | +108.2% | +64.8% |
| YTD | +175.4% | -7.9% | +183.3% | +150.5% |
| 1Y | +304.9% | -6.8% | +311.7% | +246.0% |
| 3Y | +448.6% | +40.9% | +407.6% | +157.6% |
| 5Y | +156.1% | +27.5% | +128.6% | +91.3% |
| 10Y | +4,957.3% | +381.4% | +4,575.9% | +695.3% |
| All | +19,165.6% | +1,945.4% | +17,220.2% | +394.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling