+20,848.2%
SOXL vs MTB
+379.5%
+20,468.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.3% |
| 7D | +18.4% | +1.1% | +17.3% | +16.6% |
| 30D | -3.2% | -4.6% | +1.4% | +2.7% |
| 3M | -37.6% | +6.3% | -43.8% | -44.0% |
| 6M | +136.1% | +15.6% | +120.5% | +90.2% |
| YTD | +199.5% | +20.6% | +178.9% | +128.2% |
| 1Y | +363.2% | +22.5% | +340.7% | +244.7% |
| 3Y | +496.5% | +114.4% | +382.0% | +135.4% |
| 5Y | +184.8% | +101.9% | +82.9% | +22.3% |
| 10Y | +5,399.0% | +170.4% | +5,228.6% | +1,231.2% |
| All | +20,848.2% | +379.5% | +20,468.7% | +2,500.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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