+478.6%
SOXL vs MXL
+222.8%
+255.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.5% | -2.3% | -0.2% |
| 7D | +3.9% | +18.9% | -15.0% | -8.4% |
| 30D | -14.3% | +0.3% | -14.6% | -15.0% |
| 3M | -45.6% | -8.0% | -37.6% | -39.4% |
| 6M | +117.2% | +341.2% | -224.1% | -44.3% |
| YTD | +189.8% | +327.8% | -138.0% | -22.1% |
| 1Y | +317.7% | +364.9% | -47.2% | +5.8% |
| 3Y | +478.6% | +229.2% | +249.4% | +93.0% |
| All | +478.6% | +222.8% | +255.8% | +93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling