+43.4%
MLM vs SOXQ
+265.0%
-221.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.9% |
| 7D | +1.4% | +5.3% | -3.9% | -0.2% |
| 30D | -6.5% | -3.7% | -2.8% | -5.6% |
| 3M | -7.4% | -7.8% | +0.4% | -6.6% |
| 6M | -15.8% | +58.4% | -74.2% | -30.8% |
| YTD | -17.4% | +68.1% | -85.6% | -33.9% |
| 1Y | -17.9% | +105.4% | -123.3% | -39.6% |
| 3Y | +18.9% | +239.2% | -220.3% | -33.5% |
| 5Y | +43.4% | +266.9% | -223.5% | -28.6% |
| All | +43.4% | +265.0% | -221.5% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling