+20,848.2%
SOXL vs MDT
+209.8%
+20,638.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.7% | +2.9% |
| 7D | +18.4% | -0.3% | +18.7% | +18.8% |
| 30D | -3.2% | +2.8% | -6.0% | -9.1% |
| 3M | -37.6% | +13.1% | -50.7% | -55.1% |
| 6M | +136.1% | +2.3% | +133.7% | +93.4% |
| YTD | +199.5% | -2.7% | +202.2% | +164.5% |
| 1Y | +363.2% | +0.9% | +362.4% | +273.8% |
| 3Y | +496.5% | +26.8% | +469.6% | +199.2% |
| 5Y | +184.8% | -19.5% | +204.3% | +243.3% |
| 10Y | +5,399.0% | +40.6% | +5,358.4% | +3,017.2% |
| All | +20,848.2% | +209.8% | +20,638.4% | +3,522.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling