+386.0%
SOXL vs MP
+291.5%
+94.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +3.5% | -14.5% | -13.1% |
| 7D | +26.9% | +9.5% | +17.4% | +20.4% |
| 30D | -47.2% | -3.0% | -44.3% | -44.2% |
| 3M | -59.9% | -30.4% | -29.5% | -48.5% |
| 6M | -68.3% | -39.2% | -29.1% | -53.6% |
| YTD | +38.8% | -23.3% | +62.1% | +77.7% |
| 1Y | +48.8% | -32.6% | +81.4% | +104.4% |
| 3Y | +196.5% | +159.3% | +37.2% | +32.2% |
| 5Y | -5.0% | -16.4% | +11.4% | -7.7% |
| All | +386.0% | +291.5% | +94.5% | +265.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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