+19.3%
MLM vs SOXQ
+175.4%
-156.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -2.6% |
| 7D | -4.1% | -12.2% | +8.1% | -1.9% |
| 30D | +8.2% | -28.2% | +36.3% | +14.7% |
| 3M | -3.6% | -22.1% | +18.5% | +0.4% |
| 6M | -15.6% | -18.1% | +2.6% | -14.5% |
| YTD | -16.4% | +32.7% | -49.2% | -25.6% |
| 1Y | -14.3% | +34.1% | -48.5% | -24.0% |
| 3Y | +19.3% | +176.7% | -157.4% | -17.2% |
| All | +19.3% | +175.4% | -156.0% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling