+156.4%
SOXL vs MLM
+18.7%
+137.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -1.8% | +14.3% | +15.1% |
| 7D | -40.3% | -4.1% | -36.2% | -34.8% |
| 30D | -71.1% | +8.2% | -79.2% | -74.4% |
| 3M | -65.2% | -3.6% | -61.7% | -63.4% |
| 6M | -72.3% | -15.6% | -56.7% | -65.3% |
| YTD | +9.4% | -16.4% | +25.9% | +35.9% |
| 1Y | +7.0% | -14.3% | +21.3% | +27.5% |
| 3Y | +156.4% | +19.3% | +137.1% | +64.0% |
| All | +156.4% | +18.7% | +137.7% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling