+162.3%
SOXL vs MDLZ
+17.7%
+144.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.3% | +5.2% |
| 7D | +3.9% | +1.9% | +2.0% | +3.6% |
| 30D | -14.3% | +0.4% | -14.7% | -14.5% |
| 3M | -45.6% | -0.6% | -45.0% | -46.4% |
| 6M | +117.2% | +14.7% | +102.5% | +94.7% |
| YTD | +189.8% | +18.0% | +171.9% | +151.8% |
| 1Y | +317.7% | +4.1% | +313.6% | +290.7% |
| 3Y | +478.6% | -4.6% | +483.2% | +419.4% |
| All | +162.3% | +17.7% | +144.6% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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