+449.8%
SOXL vs MDB
-2.1%
+452.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +4.3% | -12.4% | -10.4% |
| 7D | +8.5% | -2.8% | +11.2% | +9.4% |
| 30D | -13.0% | -14.9% | +1.9% | -6.8% |
| 3M | -35.9% | +7.3% | -43.3% | -41.4% |
| 6M | +112.1% | +38.2% | +73.9% | +56.3% |
| YTD | +175.4% | -10.9% | +186.3% | +163.4% |
| 1Y | +304.9% | +11.6% | +293.2% | +231.5% |
| All | +449.8% | -2.1% | +452.0% | +362.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling