+158.5%
SOXL vs MP
+58.1%
+100.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.4% | +8.5% | +8.9% |
| 7D | +5.3% | -2.9% | +8.2% | +7.4% |
| 30D | -11.2% | +13.8% | -25.0% | -19.3% |
| 3M | -55.4% | -16.7% | -38.7% | -46.7% |
| 6M | +107.1% | -11.5% | +118.6% | +138.1% |
| YTD | +179.0% | +7.9% | +171.1% | +178.5% |
| 1Y | +357.4% | -15.0% | +372.4% | +390.7% |
| 3Y | +397.5% | +153.5% | +244.0% | +62.5% |
| All | +158.5% | +58.1% | +100.4% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling