-25.4%
SOXL vs MP
-5.6%
-19.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +4.9% | +7.5% | +9.0% |
| 7D | -40.3% | -10.5% | -29.8% | -33.8% |
| 30D | -71.1% | -23.5% | -47.5% | -63.6% |
| 3M | -65.2% | -25.4% | -39.8% | -56.0% |
| 6M | -72.3% | -51.3% | -21.0% | -50.6% |
| YTD | +9.4% | -29.9% | +39.4% | +52.9% |
| 1Y | +7.0% | -31.8% | +38.8% | +51.1% |
| 3Y | +156.4% | +127.0% | +29.4% | -17.6% |
| All | -25.4% | -5.6% | -19.8% | -25.9% |
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 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