+1,377.0%
SOXL vs MDB
+978.8%
+398.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.5% | +8.6% | +7.4% |
| 7D | +16.4% | -18.0% | +34.4% | +30.9% |
| 30D | -12.1% | -10.7% | -1.4% | -7.8% |
| 3M | -41.7% | +1.0% | -42.7% | -45.7% |
| 6M | +157.4% | +31.6% | +125.8% | +86.2% |
| YTD | +193.3% | -15.2% | +208.5% | +178.2% |
| 1Y | +355.3% | +10.1% | +345.2% | +258.2% |
| 3Y | +484.2% | -5.6% | +489.8% | +356.8% |
| 5Y | +182.7% | -24.5% | +207.2% | +142.1% |
| All | +1,377.0% | +978.8% | +398.2% | +166.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling