+10,633.9%
SOXL vs MPC
+3,166.6%
+7,467.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.2% | -3.0% |
| 7D | +60.3% | +9.4% | +50.9% | +49.2% |
| 30D | -48.6% | -13.4% | -35.2% | -41.0% |
| 3M | -53.9% | +18.9% | -72.7% | -61.1% |
| 6M | -62.0% | +64.9% | -126.9% | -77.0% |
| YTD | +56.0% | +156.8% | -100.8% | -41.3% |
| 1Y | +50.0% | +113.2% | -63.2% | -32.8% |
| 3Y | +223.8% | +201.8% | +22.0% | +7.7% |
| 5Y | +6.7% | +601.4% | -594.7% | -83.5% |
| 10Y | +2,163.6% | +1,166.0% | +997.6% | +119.2% |
| All | +10,633.9% | +3,166.6% | +7,467.3% | +237.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling