+5,399.0%
SOXL vs MPC
+1,153.9%
+4,245.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.7% |
| 7D | +18.4% | +3.2% | +15.1% | +15.1% |
| 30D | -3.2% | +25.0% | -28.2% | -21.6% |
| 3M | -37.6% | +55.2% | -92.7% | -60.0% |
| 6M | +136.1% | +86.4% | +49.7% | +22.6% |
| YTD | +199.5% | +148.5% | +51.0% | +14.1% |
| 1Y | +363.2% | +121.7% | +241.5% | +97.0% |
| 3Y | +496.5% | +172.9% | +323.6% | +110.7% |
| 5Y | +184.8% | +679.9% | -495.1% | -62.7% |
| 10Y | +5,399.0% | +1,174.7% | +4,224.3% | +551.9% |
| All | +5,399.0% | +1,153.9% | +4,245.1% | +551.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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