-10.5%
MLM vs SOXQ
+45.5%
-55.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +2.6% |
| 7D | +9.1% | -12.1% | +21.2% | +10.3% |
| 30D | +14.6% | -22.0% | +36.7% | +17.5% |
| 3M | +0.3% | -15.6% | +15.9% | +1.7% |
| 6M | -7.5% | -2.4% | -5.1% | -11.1% |
| YTD | -10.2% | +45.4% | -55.6% | -23.0% |
| 1Y | -10.5% | +47.7% | -58.2% | -23.4% |
| All | -10.5% | +45.5% | -55.9% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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