+158.5%
SOXL vs MLM
+41.9%
+116.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.1% | +8.7% | +7.7% |
| 7D | +5.3% | -2.9% | +8.2% | +11.2% |
| 30D | -11.2% | -6.8% | -4.4% | +0.4% |
| 3M | -55.4% | -11.2% | -44.1% | -48.6% |
| 6M | +107.1% | -21.8% | +129.0% | +217.9% |
| YTD | +179.0% | -17.0% | +196.0% | +264.2% |
| 1Y | +357.4% | -16.4% | +373.7% | +477.7% |
| 3Y | +397.5% | +14.5% | +383.0% | +243.5% |
| All | +158.5% | +41.9% | +116.5% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling