+484.2%
SOXL vs MPC
+176.9%
+307.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.3% | +2.8% | +3.5% |
| 7D | +16.4% | +3.9% | +12.5% | +13.4% |
| 30D | -12.1% | +33.8% | -45.9% | -29.5% |
| 3M | -41.7% | +49.9% | -91.6% | -57.6% |
| 6M | +157.4% | +80.9% | +76.5% | +52.5% |
| YTD | +193.3% | +147.4% | +45.9% | +21.9% |
| 1Y | +355.3% | +123.2% | +232.1% | +111.4% |
| 3Y | +484.2% | +171.7% | +312.4% | +110.9% |
| All | +484.2% | +176.9% | +307.2% | +110.9% |
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 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