+156.1%
SOXL vs MDB
-22.0%
+178.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +4.3% | -12.4% | -10.9% |
| 7D | +8.5% | -2.8% | +11.2% | +9.6% |
| 30D | -13.0% | -14.9% | +1.9% | -5.6% |
| 3M | -35.9% | +7.3% | -43.3% | -42.8% |
| 6M | +112.1% | +38.2% | +73.9% | +47.1% |
| YTD | +175.4% | -10.9% | +186.3% | +152.8% |
| 1Y | +304.9% | +11.6% | +293.2% | +213.7% |
| 3Y | +448.6% | -0.9% | +449.5% | +305.6% |
| 5Y | +156.1% | -23.5% | +179.6% | +119.3% |
| All | +156.1% | -22.0% | +178.1% | +119.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling