+55.9%
SOXL vs MRK
+87.2%
-31.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.9% | -12.7% | -7.0% |
| 7D | -37.9% | +6.7% | -44.6% | -35.7% |
| 30D | -59.4% | +7.8% | -67.2% | -57.6% |
| 3M | -52.3% | +18.2% | -70.5% | -47.5% |
| 6M | -47.7% | +34.7% | -82.4% | -41.0% |
| YTD | +58.8% | +45.8% | +13.0% | +91.1% |
| 1Y | +55.9% | +84.6% | -28.7% | +119.0% |
| All | +55.9% | +87.2% | -31.3% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 1y: compounded portfolio wealth divided by compounded MRK 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…
1y analysis · Full analysis span regression · 6 months rolling