+50.7%
MLM vs SOXQ
+283.8%
-233.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.2% | +0.1% |
| 7D | -2.9% | +2.3% | -5.3% | -3.6% |
| 30D | -6.8% | -2.3% | -4.6% | -6.3% |
| 3M | -11.2% | -13.8% | +2.5% | -8.7% |
| 6M | -21.8% | +48.6% | -70.5% | -34.2% |
| YTD | -17.0% | +66.0% | -83.0% | -33.1% |
| 1Y | -16.4% | +107.9% | -124.2% | -38.6% |
| 3Y | +14.5% | +224.1% | -209.7% | -34.1% |
| 5Y | +41.7% | +256.6% | -214.8% | -25.8% |
| All | +50.7% | +283.8% | -233.0% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling