+196.5%
SOXL vs MPC
+203.2%
-6.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.4% | -11.4% | -11.3% |
| 7D | +26.9% | +11.2% | +15.6% | +18.7% |
| 30D | -47.2% | -14.5% | -32.7% | -41.4% |
| 3M | -59.9% | +16.7% | -76.5% | -64.7% |
| 6M | -68.3% | +67.6% | -135.9% | -79.2% |
| YTD | +38.8% | +157.9% | -119.1% | -45.5% |
| 1Y | +48.8% | +116.7% | -67.9% | -28.9% |
| 3Y | +196.5% | +199.8% | -3.3% | +3.5% |
| All | +196.5% | +203.2% | -6.7% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling