+317.7%
SOXL vs MDT
+1.7%
+316.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +6.0% | +4.5% |
| 7D | +3.9% | -3.4% | +7.3% | +0.4% |
| 30D | -14.3% | +0.2% | -14.5% | -13.3% |
| 3M | -45.6% | +14.3% | -59.9% | -38.1% |
| 6M | +117.2% | +4.0% | +113.2% | +166.6% |
| YTD | +189.8% | -3.7% | +193.5% | +260.3% |
| 1Y | +317.7% | -0.4% | +318.1% | +453.3% |
| All | +317.7% | +1.7% | +316.0% | +453.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling