+112.1%
SOXL vs MXL
+333.1%
-221.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.0% | -5.0% | -6.3% |
| 7D | +8.5% | +16.6% | -8.2% | -0.3% |
| 30D | -13.0% | +0.5% | -13.4% | -13.1% |
| 3M | -35.9% | -3.6% | -32.3% | -27.6% |
| 6M | +112.1% | +328.0% | -216.0% | -35.2% |
| All | +112.1% | +333.1% | -221.1% | -35.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling