+357.4%
SOXL vs MXL
+316.6%
+40.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.5% | +4.3% | +6.4% |
| 7D | +5.3% | +1.6% | +3.7% | +4.4% |
| 30D | -11.2% | -7.0% | -4.2% | -7.2% |
| 3M | -55.4% | -33.4% | -22.0% | -39.1% |
| 6M | +107.1% | +260.2% | -153.0% | -26.2% |
| YTD | +179.0% | +260.0% | -80.9% | +0.7% |
| 1Y | +357.4% | +303.5% | +53.9% | +46.8% |
| All | +357.4% | +316.6% | +40.8% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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