+301.2%
SOXL vs MULL
+2,620.5%
-2,319.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.4% | -3.3% | -1.7% |
| 7D | +18.4% | +14.8% | +3.6% | +7.2% |
| 30D | -3.2% | +36.6% | -39.7% | -23.1% |
| 3M | -37.6% | -8.9% | -28.7% | -35.9% |
| 6M | +136.1% | +311.9% | -175.9% | -24.4% |
| YTD | +199.5% | +579.8% | -380.4% | -37.0% |
| 1Y | +363.2% | +2,421.5% | -2,058.3% | -67.4% |
| All | +301.2% | +2,620.5% | -2,319.3% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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