+184.8%
SOXL vs MPC
+687.9%
-503.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.8% |
| 7D | +18.4% | +3.2% | +15.1% | +15.3% |
| 30D | -3.2% | +25.0% | -28.2% | -20.4% |
| 3M | -37.6% | +55.2% | -92.7% | -58.8% |
| 6M | +136.1% | +86.4% | +49.7% | +25.6% |
| YTD | +199.5% | +148.5% | +51.0% | +14.4% |
| 1Y | +363.2% | +121.7% | +241.5% | +99.4% |
| 3Y | +496.5% | +172.9% | +323.6% | +101.7% |
| 5Y | +184.8% | +679.9% | -495.1% | -70.6% |
| All | +184.8% | +687.9% | -503.1% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling