-16.2%
MLM vs SOXQ
+104.8%
-121.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | +1.4% | +5.3% | -3.9% | +0.8% |
| 30D | -6.5% | -3.7% | -2.8% | -6.2% |
| 3M | -7.4% | -7.8% | +0.4% | -7.0% |
| 6M | -15.8% | +58.4% | -74.2% | -24.9% |
| YTD | -17.4% | +68.1% | -85.6% | -27.1% |
| All | -16.2% | +104.8% | -121.0% | -29.1% |
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