-14.2%
MLM vs SOXQ
+45.6%
-59.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.7% | -0.4% |
| 7D | -0.9% | +8.2% | -9.0% | -1.7% |
| 30D | +9.0% | -13.2% | +22.2% | +10.2% |
| 3M | -5.6% | -18.5% | +13.0% | -3.9% |
| 6M | -10.7% | -15.4% | +4.8% | -11.3% |
| YTD | -17.2% | +43.6% | -60.7% | -30.0% |
| 1Y | -14.2% | +49.2% | -63.5% | -27.9% |
| All | -14.2% | +45.6% | -59.8% | -27.9% |
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