+357.4%
SOXL vs MRK
+84.5%
+272.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.3% | +11.2% | +9.5% |
| 7D | +5.3% | +1.3% | +4.0% | +5.8% |
| 30D | -11.2% | +17.1% | -28.3% | -6.4% |
| 3M | -55.4% | +25.9% | -81.3% | -51.9% |
| 6M | +107.1% | +26.8% | +80.3% | +122.3% |
| YTD | +179.0% | +44.9% | +134.1% | +202.3% |
| 1Y | +357.4% | +84.8% | +272.5% | +401.8% |
| All | +357.4% | +84.5% | +272.9% | +401.8% |
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