-15.6%
MLM vs SOXQ
-16.9%
+1.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -2.0% |
| 7D | -4.1% | -12.2% | +8.1% | -3.8% |
| 30D | +8.2% | -28.2% | +36.3% | +9.1% |
| 3M | -3.6% | -22.1% | +18.5% | -3.1% |
| 6M | -15.6% | -18.1% | +2.6% | -18.5% |
| All | -15.6% | -16.9% | +1.3% | -18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling