+18,035.3%
SOXL vs MXL
+286.3%
+17,749.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.0% | -5.0% | -5.5% |
| 7D | +8.5% | +16.6% | -8.2% | -4.8% |
| 30D | -13.0% | +0.5% | -13.4% | -14.2% |
| 3M | -35.9% | -3.6% | -32.3% | -30.9% |
| 6M | +112.1% | +328.0% | -216.0% | -60.6% |
| YTD | +175.4% | +297.8% | -122.4% | -44.2% |
| 1Y | +304.9% | +339.4% | -34.5% | -24.1% |
| 3Y | +448.6% | +201.7% | +246.8% | +27.2% |
| 5Y | +156.1% | +32.8% | +123.3% | +65.0% |
| 10Y | +4,957.3% | +274.8% | +4,682.5% | +1,734.2% |
| All | +18,035.3% | +286.3% | +17,749.0% | +6,077.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling