+355.3%
SOXL vs MLM
-17.1%
+372.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.6% |
| 7D | +16.4% | +1.4% | +15.0% | +15.0% |
| 30D | -12.1% | -6.5% | -5.6% | -7.0% |
| 3M | -41.7% | -7.4% | -34.3% | -40.3% |
| 6M | +157.4% | -15.8% | +173.2% | +196.6% |
| YTD | +193.3% | -17.4% | +210.7% | +228.7% |
| 1Y | +355.3% | -17.9% | +373.2% | +395.7% |
| All | +355.3% | -17.1% | +372.4% | +395.7% |
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