+9,236.0%
SOXL vs MLM
+670.6%
+8,565.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.4% |
| 7D | -23.3% | -2.9% | -20.5% | -17.5% |
| 30D | -59.9% | +10.4% | -70.3% | -64.9% |
| 3M | -56.8% | -3.7% | -53.1% | -54.7% |
| 6M | -68.3% | -10.3% | -58.0% | -64.7% |
| YTD | +33.5% | -14.8% | +48.3% | +60.7% |
| 1Y | +24.8% | -13.9% | +38.6% | +49.0% |
| 3Y | +177.0% | +18.4% | +158.6% | +138.5% |
| 5Y | -0.2% | +31.8% | -32.0% | -6.6% |
| 10Y | +2,054.9% | +143.4% | +1,911.5% | +924.7% |
| All | +9,236.0% | +670.6% | +8,565.4% | +902.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling