+1,359.7%
SOXL vs MDB
+997.6%
+362.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.1% | +8.4% | +7.3% |
| 7D | +3.9% | -1.8% | +5.6% | +4.4% |
| 30D | -14.3% | -17.3% | +3.0% | -5.4% |
| 3M | -45.6% | +2.2% | -47.8% | -50.0% |
| 6M | +117.2% | +33.9% | +83.3% | +54.5% |
| YTD | +189.8% | -13.7% | +203.5% | +170.3% |
| 1Y | +317.7% | +9.1% | +308.7% | +229.5% |
| 3Y | +478.6% | -8.1% | +486.8% | +360.2% |
| 5Y | +169.5% | -25.9% | +195.4% | +132.5% |
| All | +1,359.7% | +997.6% | +362.1% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling