+162.3%
SOXL vs MDT
-19.5%
+181.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +6.0% | +5.8% |
| 7D | +3.9% | -3.4% | +7.3% | +6.7% |
| 30D | -14.3% | +0.2% | -14.5% | -15.4% |
| 3M | -45.6% | +14.3% | -59.9% | -55.6% |
| 6M | +117.2% | +4.0% | +113.2% | +96.4% |
| YTD | +189.8% | -3.7% | +193.5% | +185.8% |
| 1Y | +317.7% | -0.4% | +318.1% | +287.9% |
| 3Y | +478.6% | +23.3% | +455.3% | +288.5% |
| All | +162.3% | -19.5% | +181.8% | +224.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling