+238.3%
SOXL vs MDLN
-7.1%
+245.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +5.3% |
| 7D | +3.9% | -11.1% | +15.0% | +2.0% |
| 30D | -14.3% | -8.4% | -5.9% | -15.4% |
| 3M | -45.6% | -12.4% | -33.2% | -46.3% |
| 6M | +117.2% | -23.3% | +140.4% | +114.5% |
| YTD | +189.8% | -22.5% | +212.4% | +197.9% |
| All | +238.3% | -7.1% | +245.4% | +250.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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