+87.1%
MXL vs SOXQ
+286.7%
-199.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.8% | +5.8% | +5.3% |
| 7D | +18.9% | +0.8% | +18.1% | +18.0% |
| 30D | +0.3% | -4.6% | +4.9% | +7.7% |
| 3M | -8.0% | -10.2% | +2.1% | +13.1% |
| 6M | +341.2% | +49.7% | +291.6% | +197.3% |
| YTD | +327.8% | +67.2% | +260.6% | +153.2% |
| 1Y | +364.9% | +98.0% | +266.9% | +126.0% |
| 3Y | +229.2% | +237.2% | -7.9% | -13.2% |
| 5Y | +42.8% | +261.3% | -218.5% | -63.9% |
| All | +87.1% | +286.7% | -199.5% | -55.1% |
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 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