+55.9%
SOXL vs MLM
-11.4%
+67.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.4% | -11.2% | -10.3% |
| 7D | -37.9% | +9.1% | -47.0% | -42.3% |
| 30D | -59.4% | +14.6% | -74.0% | -64.2% |
| 3M | -52.3% | +0.3% | -52.6% | -52.3% |
| 6M | -47.7% | -7.5% | -40.2% | -43.9% |
| YTD | +58.8% | -10.2% | +69.0% | +58.0% |
| 1Y | +55.9% | -10.5% | +66.4% | +57.2% |
| All | +55.9% | -11.4% | +67.3% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling