+4,921.3%
SOXL vs MKC
+29.9%
+4,891.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +5.0% |
| 7D | +3.9% | -1.5% | +5.3% | +4.7% |
| 30D | -14.3% | -3.1% | -11.2% | -13.7% |
| 3M | -45.6% | +5.2% | -50.8% | -49.6% |
| 6M | +117.2% | -12.8% | +130.0% | +123.0% |
| YTD | +189.8% | -23.3% | +213.1% | +217.6% |
| 1Y | +317.7% | -24.1% | +341.9% | +351.6% |
| 3Y | +478.6% | -32.1% | +510.7% | +540.6% |
| 5Y | +169.5% | -32.8% | +202.3% | +185.0% |
| All | +4,921.3% | +29.9% | +4,891.4% | +3,210.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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