+478.6%
SOXL vs MRK
+44.4%
+434.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.8% | +5.3% |
| 7D | +3.9% | -4.3% | +8.1% | +4.4% |
| 30D | -14.3% | +8.3% | -22.6% | -15.4% |
| 3M | -45.6% | +20.0% | -65.7% | -47.9% |
| 6M | +117.2% | +25.7% | +91.5% | +104.1% |
| YTD | +189.8% | +38.7% | +151.1% | +163.1% |
| 1Y | +317.7% | +74.7% | +243.1% | +246.0% |
| 3Y | +478.6% | +45.4% | +433.3% | +407.5% |
| All | +478.6% | +44.4% | +434.2% | +407.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling