+4,921.3%
SOXL vs MDT
+39.8%
+4,881.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +6.0% | +6.2% |
| 7D | +3.9% | -3.4% | +7.3% | +8.7% |
| 30D | -14.3% | +0.2% | -14.5% | -16.2% |
| 3M | -45.6% | +14.3% | -59.9% | -60.3% |
| 6M | +117.2% | +4.0% | +113.2% | +78.5% |
| YTD | +189.8% | -3.7% | +193.5% | +166.1% |
| 1Y | +317.7% | -0.4% | +318.1% | +254.5% |
| 3Y | +478.6% | +23.3% | +455.3% | +221.6% |
| 5Y | +169.5% | -18.9% | +188.4% | +234.1% |
| All | +4,921.3% | +39.8% | +4,881.4% | +3,560.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 10y: compounded portfolio wealth divided by compounded MDT 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…
10y analysis · Full analysis span regression · 6 months rolling