+4,921.3%
SOXL vs MDY
+177.2%
+4,744.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +2.4% |
| 7D | +3.9% | -1.9% | +5.7% | +10.9% |
| 30D | -14.3% | -4.6% | -9.7% | +2.3% |
| 3M | -45.6% | -1.2% | -44.4% | -38.4% |
| 6M | +117.2% | +9.2% | +108.0% | +97.7% |
| YTD | +189.8% | +13.1% | +176.8% | +143.9% |
| 1Y | +317.7% | +13.0% | +304.7% | +271.1% |
| 3Y | +478.6% | +49.2% | +429.4% | +214.5% |
| 5Y | +169.5% | +47.2% | +122.3% | +165.5% |
| All | +4,921.3% | +177.2% | +4,744.1% | +2,023.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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