+54.7%
MLM vs SOXQ
+227.1%
-172.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -2.9% | -5.7% | +2.8% | -1.4% |
| 30D | +10.4% | -20.5% | +30.9% | +17.3% |
| 3M | -3.7% | -16.6% | +12.9% | +0.5% |
| 6M | -10.3% | -15.0% | +4.7% | -9.1% |
| YTD | -14.8% | +41.5% | -56.3% | -28.7% |
| 1Y | -13.9% | +40.2% | -54.1% | -27.9% |
| 3Y | +18.4% | +183.0% | -164.6% | -29.9% |
| 5Y | +31.8% | +181.3% | -149.5% | -25.8% |
| All | +54.7% | +227.1% | -172.4% | -16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling