+19,165.6%
SOXL vs MDLZ
+375.8%
+18,789.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.1% | -8.1% | -8.1% |
| 7D | +8.5% | +1.7% | +6.8% | +6.2% |
| 30D | -13.0% | +1.1% | -14.1% | -15.1% |
| 3M | -35.9% | -1.8% | -34.1% | -42.2% |
| 6M | +112.1% | +12.3% | +99.8% | +53.5% |
| YTD | +175.4% | +18.0% | +157.4% | +78.9% |
| 1Y | +304.9% | +3.8% | +301.1% | +208.4% |
| 3Y | +448.6% | -2.4% | +451.0% | +268.7% |
| 5Y | +156.1% | +18.4% | +137.7% | +29.3% |
| 10Y | +4,957.3% | +88.1% | +4,869.2% | +1,437.9% |
| All | +19,165.6% | +375.8% | +18,789.8% | +610.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling