+25.7%
MMM vs SOXQ
+251.3%
-225.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.3% |
| 7D | -3.2% | +2.3% | -5.6% | -3.8% |
| 30D | -10.7% | -3.9% | -6.8% | -9.9% |
| 3M | +4.3% | -4.7% | +9.0% | +4.2% |
| 6M | +5.9% | +47.9% | -42.0% | -7.7% |
| YTD | +3.2% | +64.3% | -61.2% | -13.2% |
| 1Y | +8.0% | +95.7% | -87.7% | -14.3% |
| 3Y | +99.1% | +231.5% | -132.4% | +29.0% |
| 5Y | +25.7% | +255.0% | -229.2% | -26.1% |
| All | +25.7% | +251.3% | -225.6% | -26.1% |
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 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