+136.1%
SOXL vs MDT
+3.9%
+132.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.7% | +1.2% |
| 7D | +18.4% | -0.3% | +18.7% | +17.8% |
| 30D | -3.2% | +2.8% | -6.0% | +2.4% |
| 3M | -37.6% | +13.1% | -50.7% | -20.2% |
| 6M | +136.1% | +2.3% | +133.7% | +382.5% |
| All | +136.1% | +3.9% | +132.2% | +382.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling