+162.3%
SOXL vs MTCH
-73.3%
+235.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.9% | +3.9% |
| 7D | +3.9% | +1.3% | +2.6% | +2.5% |
| 30D | -14.3% | +15.9% | -30.2% | -27.7% |
| 3M | -45.6% | +23.3% | -68.9% | -58.9% |
| 6M | +117.2% | +40.1% | +77.0% | +43.8% |
| YTD | +189.8% | +33.6% | +156.3% | +98.1% |
| 1Y | +317.7% | +14.1% | +303.7% | +239.4% |
| 3Y | +478.6% | +1.4% | +477.2% | +394.0% |
| All | +162.3% | -73.3% | +235.6% | +1,006.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 5y: compounded portfolio wealth divided by compounded MTCH 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…
5y analysis · Full analysis span regression · 6 months rolling