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  • SOXL vs MDY✓SelectedUSD · MDYSOXL vs MDY performance historyLatest closeAs of-8.03%09/10
Stock and ETF performance explorer

SOXL vs MDY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+19,165.6%
MDY return
+484.1%
Excess return
+18,681.5%
Maximum drawdown
-90.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioMDYExcessAlpha
1D-8.0%-0.9%-7.1%-4.8%
7D+8.5%-2.5%+11.0%+18.2%
30D-13.0%-5.0%-7.9%+5.0%
3M-35.9%+0.5%-36.4%-30.8%
6M+112.1%+8.0%+104.0%+100.6%
YTD+175.4%+12.2%+163.3%+138.8%
1Y+304.9%+14.0%+290.9%+250.2%
3Y+448.6%+48.2%+400.4%+208.0%
5Y+156.1%+46.1%+110.0%+163.3%
10Y+4,957.3%+173.8%+4,783.5%+1,481.5%
All+19,165.6%+484.1%+18,681.5%+1,120.7%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling